+74.8%
IVV vs GGLL
+151.4%
-76.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -3.8% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | -5.9% | -36.3% | +30.3% | -0.5% |
| 3M | -4.5% | -42.7% | +38.2% | +2.3% |
| 6M | +1.8% | -53.1% | +54.9% | +11.4% |
| YTD | +8.4% | -32.1% | +40.5% | +10.8% |
| 1Y | +9.4% | -20.1% | +29.5% | +8.4% |
| All | +74.8% | +151.4% | -76.6% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling