+19.1%
IYR vs GGLL
+217.5%
-198.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.2% | -0.9% |
| 7D | -0.1% | +11.5% | -11.6% | -0.9% |
| 30D | +5.7% | -31.2% | +36.9% | +8.3% |
| 3M | -0.6% | -28.7% | +28.1% | +1.4% |
| 6M | +0.5% | -47.2% | +47.7% | +4.6% |
| YTD | +10.4% | -24.3% | +34.7% | +10.4% |
| 1Y | +9.2% | -12.0% | +21.2% | +7.4% |
| 3Y | +40.5% | +169.6% | -129.1% | +14.8% |
| All | +19.1% | +217.5% | -198.3% | -9.2% |
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