+231.1%
P vs GGLL
+188.6%
+42.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.2% | +3.2% |
| 7D | -23.8% | +3.1% | -26.9% | -24.3% |
| 30D | -36.6% | -36.3% | -0.3% | -29.3% |
| 3M | +10.9% | -40.4% | +51.2% | +25.1% |
| 6M | +30.0% | -54.6% | +84.6% | +54.9% |
| YTD | +44.4% | -31.1% | +75.5% | +48.7% |
| 1Y | +3.9% | -19.2% | +23.1% | +0.6% |
| 3Y | +176.6% | +151.5% | +25.1% | +78.8% |
| All | +231.1% | +188.6% | +42.5% | +106.9% |
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