-41.8%
IT vs GGLL
+328.4%
-370.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.4% |
| 7D | -9.1% | +1.9% | -11.0% | -9.3% |
| 30D | -7.0% | -9.7% | +2.7% | -5.9% |
| 3M | +7.6% | -18.0% | +25.7% | +9.4% |
| 6M | +2.1% | +15.3% | -13.1% | -2.0% |
| YTD | -31.6% | +2.2% | -33.8% | -33.2% |
| 1Y | -29.9% | +73.1% | -103.0% | -37.6% |
| 3Y | -51.3% | +242.7% | -294.0% | -63.7% |
| All | -41.8% | +328.4% | -370.2% | -58.3% |
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