+8.1%
LOW vs GGLL
+328.4%
-320.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.4% | +1.9% | -1.5% | +0.2% |
| 30D | -10.1% | -9.7% | -0.4% | -9.2% |
| 3M | -2.9% | -18.0% | +15.2% | -1.3% |
| 6M | -19.4% | +15.3% | -34.7% | -21.7% |
| YTD | -15.4% | +2.2% | -17.6% | -16.9% |
| 1Y | -24.9% | +73.1% | -98.0% | -31.0% |
| 3Y | -7.8% | +242.7% | -250.5% | -27.7% |
| All | +8.1% | +328.4% | -320.3% | -21.6% |
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