+13.9%
REPL vs GGLL
+206.6%
-192.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.3% | -10.7% | -7.1% |
| 7D | +5.3% | +2.9% | +2.4% | +4.7% |
| 30D | +66.6% | -33.1% | +99.8% | +76.4% |
| 3M | +59.6% | -31.2% | +90.7% | +67.6% |
| 6M | +482.4% | -49.4% | +531.7% | +528.4% |
| YTD | +124.1% | -26.8% | +150.9% | +131.2% |
| 1Y | +138.6% | -17.7% | +156.3% | +142.4% |
| 3Y | +96.0% | +160.4% | -64.4% | +67.4% |
| All | +13.9% | +206.6% | -192.7% | -7.6% |
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