+415.2%
HL vs GGLL
+328.4%
+86.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +7.1% | +1.9% | +5.2% | +6.7% |
| 30D | +21.4% | -9.7% | +31.2% | +23.8% |
| 3M | +37.4% | -18.0% | +55.5% | +41.4% |
| 6M | +0.4% | +15.3% | -14.8% | -5.3% |
| YTD | +6.7% | +2.2% | +4.5% | +2.6% |
| 1Y | +102.4% | +73.1% | +29.3% | +71.4% |
| 3Y | +417.4% | +242.7% | +174.7% | +251.0% |
| All | +415.2% | +328.4% | +86.8% | +239.3% |
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