-70.6%
LULU vs GGLL
+327.4%
-398.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.2% | +1.5% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -18.1% | -4.0% | -14.2% | -17.4% |
| 3M | -18.8% | -15.5% | -3.2% | -17.0% |
| 6M | -39.2% | +7.6% | -46.8% | -41.5% |
| YTD | -52.4% | +2.0% | -54.3% | -53.8% |
| 1Y | -40.3% | +63.9% | -104.2% | -47.9% |
| 3Y | -75.1% | +239.7% | -314.8% | -82.9% |
| All | -70.6% | +327.4% | -398.0% | -80.9% |
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 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