+252.0%
P vs GGLL
+195.8%
+56.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +5.6% |
| 7D | -9.6% | +6.3% | -16.0% | -11.0% |
| 30D | -33.4% | -35.1% | +1.7% | -26.1% |
| 3M | +14.2% | -37.7% | +51.9% | +27.4% |
| 6M | +31.6% | -54.1% | +85.7% | +56.4% |
| YTD | +53.5% | -29.4% | +82.9% | +57.0% |
| 1Y | +14.2% | -13.4% | +27.6% | +8.2% |
| 3Y | +190.5% | +158.3% | +32.2% | +86.6% |
| All | +252.0% | +195.8% | +56.1% | +118.6% |
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