+136.8%
QQQM vs GGLL
+217.5%
-80.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.1% |
| 7D | +6.2% | +11.5% | -5.3% | +3.6% |
| 30D | -7.4% | -31.2% | +23.8% | -0.2% |
| 3M | -4.8% | -28.7% | +23.9% | +1.4% |
| 6M | -2.4% | -47.2% | +44.7% | +9.9% |
| YTD | +12.4% | -24.3% | +36.7% | +13.8% |
| 1Y | +11.4% | -12.0% | +23.4% | +7.7% |
| 3Y | +85.4% | +169.6% | -84.3% | +18.8% |
| All | +136.8% | +217.5% | -80.7% | +38.6% |
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