+86.4%
NDAQ vs GGLL
+206.6%
-120.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.8% |
| 7D | 0.0% | +2.9% | -2.9% | -0.4% |
| 30D | +16.3% | -33.1% | +49.5% | +21.1% |
| 3M | +15.8% | -31.2% | +47.0% | +20.0% |
| 6M | +24.8% | -49.4% | +74.2% | +33.3% |
| YTD | +14.1% | -26.8% | +40.9% | +15.2% |
| 1Y | +26.5% | -17.7% | +44.2% | +25.3% |
| 3Y | +119.1% | +160.4% | -41.3% | +69.9% |
| All | +86.4% | +206.6% | -120.2% | +36.6% |
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