+19.9%
IYR vs GGLL
+206.6%
-186.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.5% |
| 7D | -1.2% | +2.9% | -4.1% | -1.4% |
| 30D | +6.1% | -33.1% | +39.2% | +8.9% |
| 3M | +0.9% | -31.2% | +32.1% | +3.2% |
| 6M | +1.2% | -49.4% | +50.5% | +5.6% |
| YTD | +11.1% | -26.8% | +38.0% | +11.4% |
| 1Y | +9.0% | -17.7% | +26.7% | +7.8% |
| 3Y | +41.4% | +160.4% | -119.0% | +15.8% |
| All | +19.9% | +206.6% | -186.8% | -8.4% |
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