+99.3%
INTC vs GGLL
+194.0%
-94.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -4.0% | +5.1% | -9.1% | -5.2% |
| 30D | -44.5% | -35.5% | -9.0% | -38.3% |
| 3M | -40.4% | -39.2% | -1.2% | -33.1% |
| 6M | -53.5% | -54.4% | +0.9% | -44.6% |
| YTD | +57.5% | -29.8% | +87.4% | +64.7% |
| 1Y | +51.2% | -20.4% | +71.6% | +52.6% |
| 3Y | +51.6% | +149.7% | -98.1% | +2.0% |
| All | +99.3% | +194.0% | -94.7% | +22.5% |
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