+223.6%
IOT vs GGLL
+210.8%
+12.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | +0.9% | +7.7% | -6.7% | -0.8% |
| 30D | +1.4% | -30.2% | +31.6% | +8.8% |
| 3M | +0.5% | -31.3% | +31.8% | +7.9% |
| 6M | +50.3% | -52.1% | +102.4% | +72.5% |
| YTD | +16.7% | -25.9% | +42.5% | +17.5% |
| 1Y | +6.8% | -8.5% | +15.3% | +1.0% |
| 3Y | +75.5% | +165.5% | -90.1% | +7.4% |
| All | +223.6% | +210.8% | +12.9% | +81.3% |
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