+20.3%
IYR vs GGLL
+195.8%
-175.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +1.4% |
| 7D | +2.3% | +6.3% | -4.1% | +1.8% |
| 30D | +7.4% | -35.1% | +42.5% | +10.4% |
| 3M | -0.7% | -37.7% | +37.0% | +2.3% |
| 6M | +1.6% | -54.1% | +55.7% | +6.9% |
| YTD | +11.6% | -29.4% | +41.0% | +12.2% |
| 1Y | +10.5% | -13.4% | +23.9% | +8.6% |
| 3Y | +43.4% | +158.3% | -114.9% | +17.1% |
| All | +20.3% | +195.8% | -175.5% | -7.7% |
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