+124.8%
HIG vs GGLL
+313.5%
-188.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | -2.3% | -5.8% | +3.5% | -2.2% |
| 30D | -1.2% | -7.2% | +6.0% | -1.1% |
| 3M | +6.3% | -17.5% | +23.8% | +6.5% |
| 6M | +0.6% | +5.1% | -4.5% | +0.1% |
| YTD | +0.6% | -1.3% | +1.9% | +0.2% |
| 1Y | +6.1% | +60.2% | -54.1% | +4.1% |
| 3Y | +102.0% | +230.8% | -128.8% | +88.0% |
| All | +124.8% | +313.5% | -188.8% | +107.2% |
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