-97.1%
IRE vs GGLL
+0.3%
-97.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +1.4% | +38.2% | +38.5% |
| 7D | -27.2% | +3.1% | -30.3% | -28.6% |
| 30D | -75.1% | -36.3% | -38.8% | -63.9% |
| 3M | -77.9% | -40.4% | -37.5% | -67.3% |
| 6M | -94.6% | -54.6% | -40.0% | -89.6% |
| YTD | -91.5% | -31.1% | -60.4% | -90.0% |
| 1Y | -97.8% | -19.2% | -78.6% | -98.1% |
| All | -97.1% | +0.3% | -97.4% | -98.3% |
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