+9.2%
O vs GGLL
+195.8%
-186.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.7% |
| 7D | +3.3% | +6.3% | -3.0% | +3.2% |
| 30D | +10.3% | -35.1% | +45.4% | +11.1% |
| 3M | -3.5% | -37.7% | +34.2% | -2.8% |
| 6M | -1.3% | -54.1% | +52.8% | +0.1% |
| YTD | +10.3% | -29.4% | +39.8% | +10.2% |
| 1Y | +10.4% | -13.4% | +23.8% | +9.5% |
| 3Y | +40.0% | +158.3% | -118.3% | +28.2% |
| All | +9.2% | +195.8% | -186.6% | -2.0% |
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