-73.4%
RUN vs GGLL
+195.8%
-269.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -3.1% |
| 7D | +18.1% | +6.3% | +11.7% | +15.7% |
| 30D | +27.5% | -35.1% | +62.6% | +41.7% |
| 3M | -4.5% | -37.7% | +33.2% | +6.9% |
| 6M | -33.3% | -54.1% | +20.8% | -19.2% |
| YTD | -47.1% | -29.4% | -17.6% | -44.9% |
| 1Y | -43.1% | -13.4% | -29.7% | -44.9% |
| 3Y | -3.0% | +158.3% | -161.3% | -42.3% |
| All | -73.4% | +195.8% | -269.2% | -86.0% |
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