+129.8%
NYT vs GGLL
+327.4%
-197.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.9% | +0.1% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +4.6% | -4.0% | +8.5% | +5.0% |
| 3M | -9.6% | -15.5% | +5.9% | -8.3% |
| 6M | -14.0% | +7.6% | -21.6% | -15.3% |
| YTD | -2.8% | +2.0% | -4.8% | -3.9% |
| 1Y | +15.6% | +63.9% | -48.4% | +8.0% |
| 3Y | +56.3% | +239.7% | -183.3% | +31.3% |
| All | +129.8% | +327.4% | -197.6% | +91.7% |
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