+188.4%
GS vs GGLL
+188.6%
-0.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -3.2% | +3.1% | -6.3% | -3.7% |
| 30D | -2.4% | -36.3% | +33.9% | +4.3% |
| 3M | -15.7% | -40.4% | +24.6% | -9.2% |
| 6M | -6.8% | -54.6% | +47.8% | +4.2% |
| YTD | -0.1% | -31.1% | +31.1% | +2.7% |
| 1Y | +12.1% | -19.2% | +31.3% | +11.5% |
| 3Y | +185.8% | +151.5% | +34.3% | +120.6% |
| All | +188.4% | +188.6% | -0.2% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling