+146.2%
QQQ vs GGLL
+328.4%
-182.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.5% | +1.9% | -0.3% | +1.1% |
| 30D | -0.6% | -9.7% | +9.1% | +1.6% |
| 3M | +0.4% | -18.0% | +18.5% | +3.8% |
| 6M | +20.1% | +15.3% | +4.8% | +11.9% |
| YTD | +17.2% | +2.2% | +15.0% | +12.2% |
| 1Y | +24.7% | +73.1% | -48.4% | +2.3% |
| 3Y | +96.2% | +242.7% | -146.5% | +20.4% |
| All | +146.2% | +328.4% | -182.2% | +35.9% |
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