+75.8%
IR vs GGLL
+217.5%
-141.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.3% | -0.2% |
| 7D | +4.2% | +11.5% | -7.3% | +2.6% |
| 30D | +8.1% | -31.2% | +39.3% | +13.2% |
| 3M | +0.7% | -28.7% | +29.3% | +4.5% |
| 6M | +16.6% | -47.2% | +63.8% | +25.7% |
| YTD | +7.8% | -24.3% | +32.0% | +8.0% |
| 1Y | +9.9% | -12.0% | +21.9% | +6.8% |
| 3Y | +25.2% | +169.6% | -144.4% | -6.9% |
| All | +75.8% | +217.5% | -141.7% | +27.3% |
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