+348.4%
LLY vs GGLL
+188.6%
+159.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -4.5% | +3.1% | -7.6% | -4.7% |
| 30D | +13.9% | -36.3% | +50.2% | +16.9% |
| 3M | +13.8% | -40.4% | +54.1% | +17.2% |
| 6M | +37.6% | -54.6% | +92.2% | +44.2% |
| YTD | +26.6% | -31.1% | +57.7% | +27.3% |
| 1Y | +45.3% | -19.2% | +64.5% | +44.2% |
| 3Y | +132.2% | +151.5% | -19.3% | +106.6% |
| All | +348.4% | +188.6% | +159.7% | +319.3% |
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