+367.6%
LLY vs GGLL
+195.8%
+171.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +4.1% |
| 7D | +0.1% | +6.3% | -6.3% | -0.3% |
| 30D | +19.7% | -35.1% | +54.8% | +22.7% |
| 3M | +19.3% | -37.7% | +56.9% | +22.5% |
| 6M | +49.3% | -54.1% | +103.4% | +56.5% |
| YTD | +32.0% | -29.4% | +61.4% | +32.5% |
| 1Y | +53.7% | -13.4% | +67.1% | +51.8% |
| 3Y | +143.7% | +158.3% | -14.6% | +116.5% |
| All | +367.6% | +195.8% | +171.8% | +336.6% |
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