+9.2%
IP vs GGLL
+328.7%
-319.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.4% |
| 7D | -5.3% | -4.8% | -0.5% | -4.9% |
| 30D | -10.9% | -13.7% | +2.8% | -9.8% |
| 3M | +11.2% | -21.9% | +33.0% | +13.0% |
| 6M | -10.2% | +11.7% | -21.9% | -12.8% |
| YTD | -2.0% | +2.3% | -4.3% | -4.2% |
| 1Y | -19.1% | +76.2% | -95.3% | -26.7% |
| 3Y | +20.9% | +245.0% | -224.1% | -6.1% |
| All | +9.2% | +328.7% | -319.5% | -21.0% |
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