+19.2%
IYR vs GGLL
+210.8%
-191.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | +0.6% | +7.7% | -7.1% | 0.0% |
| 30D | +6.6% | -30.2% | +36.8% | +9.0% |
| 3M | -1.8% | -31.3% | +29.4% | +0.4% |
| 6M | +1.4% | -52.1% | +53.5% | +6.5% |
| YTD | +10.5% | -25.9% | +36.4% | +10.7% |
| 1Y | +10.6% | -8.5% | +19.1% | +8.3% |
| 3Y | +41.8% | +165.5% | -123.7% | +15.9% |
| All | +19.2% | +210.8% | -191.6% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling