+61.3%
IWM vs GGLL
+217.5%
-156.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.2% | -2.2% |
| 7D | +2.8% | +11.5% | -8.8% | +1.1% |
| 30D | +0.6% | -31.2% | +31.9% | +5.7% |
| 3M | -7.8% | -28.7% | +20.9% | -3.9% |
| 6M | -1.0% | -47.2% | +46.2% | +7.2% |
| YTD | +13.9% | -24.3% | +38.1% | +14.5% |
| 1Y | +15.4% | -12.0% | +27.4% | +12.6% |
| 3Y | +70.2% | +169.6% | -99.4% | +26.2% |
| All | +61.3% | +217.5% | -156.1% | +13.1% |
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