-68.0%
OPEN vs GGLL
+195.8%
-263.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.5% |
| 7D | -21.7% | +6.3% | -28.0% | -23.8% |
| 30D | -36.5% | -35.1% | -1.4% | -23.5% |
| 3M | -59.5% | -37.7% | -21.9% | -50.7% |
| 6M | -71.9% | -54.1% | -17.8% | -60.8% |
| YTD | -75.8% | -29.4% | -46.4% | -74.3% |
| 1Y | -78.5% | -13.4% | -65.1% | -79.7% |
| 3Y | -30.2% | +158.3% | -188.5% | -73.4% |
| All | -68.0% | +195.8% | -263.8% | -90.1% |
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