+200.3%
IOT vs GGLL
+327.4%
-127.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.9% |
| 7D | -4.5% | -0.3% | -4.2% | -4.5% |
| 30D | -2.4% | -4.0% | +1.5% | -1.6% |
| 3M | +19.0% | -15.5% | +34.5% | +22.0% |
| 6M | +19.6% | +7.6% | +12.0% | +12.7% |
| YTD | +8.3% | +2.0% | +6.3% | +2.7% |
| 1Y | -0.8% | +63.9% | -64.7% | -18.4% |
| 3Y | +24.4% | +239.7% | -215.2% | -26.1% |
| All | +200.3% | +327.4% | -127.0% | +58.6% |
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