+126.4%
HIG vs GGLL
+194.0%
-67.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.2% |
| 7D | +2.1% | +5.1% | -3.0% | +2.1% |
| 30D | +6.7% | -35.5% | +42.2% | +7.2% |
| 3M | -1.9% | -39.2% | +37.2% | -1.5% |
| 6M | +5.3% | -54.4% | +59.7% | +6.3% |
| YTD | +1.3% | -29.8% | +31.2% | +1.2% |
| 1Y | +7.2% | -20.4% | +27.6% | +6.6% |
| 3Y | +96.6% | +149.7% | -53.1% | +83.1% |
| All | +126.4% | +194.0% | -67.6% | +109.3% |
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