+30.9%
HD vs GGLL
+194.0%
-163.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +5.2% | +5.1% | +0.1% | +4.7% |
| 30D | +20.7% | -35.5% | +56.2% | +25.1% |
| 3M | +0.8% | -39.2% | +40.0% | +4.9% |
| 6M | +12.2% | -54.4% | +66.6% | +19.6% |
| YTD | +4.2% | -29.8% | +34.1% | +5.4% |
| 1Y | -2.6% | -20.4% | +17.8% | -3.0% |
| 3Y | +30.0% | +149.7% | -119.7% | +4.8% |
| All | +30.9% | +194.0% | -163.1% | -0.2% |
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