+0.4%
IP vs GGLL
+184.7%
-184.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -3.6% |
| 7D | -5.0% | -1.3% | -3.7% | -4.9% |
| 30D | +6.5% | -36.3% | +42.8% | +9.9% |
| 3M | -18.0% | -42.7% | +24.6% | -14.8% |
| 6M | +10.3% | -53.1% | +63.4% | +16.2% |
| YTD | -9.9% | -32.1% | +22.2% | -9.5% |
| 1Y | -1.1% | -20.1% | +19.0% | -2.8% |
| 3Y | +13.0% | +151.7% | -138.7% | -11.0% |
| All | +0.4% | +184.7% | -184.3% | -25.4% |
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