-35.6%
IT vs GGLL
+195.8%
-231.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.2% |
| 7D | -18.8% | +6.3% | -25.2% | -19.4% |
| 30D | -0.1% | -35.1% | +35.0% | +4.3% |
| 3M | +2.9% | -37.7% | +40.6% | +7.8% |
| 6M | +20.4% | -54.1% | +74.5% | +29.8% |
| YTD | -24.3% | -29.4% | +5.1% | -23.6% |
| 1Y | -17.2% | -13.4% | -3.8% | -19.4% |
| 3Y | -52.4% | +158.3% | -210.7% | -63.8% |
| All | -35.6% | +195.8% | -231.4% | -52.3% |
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