-13.3%
S vs GGLL
+217.5%
-230.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.5% | -9.8% | -7.2% |
| 7D | +4.1% | +11.5% | -7.5% | +1.0% |
| 30D | -7.2% | -31.2% | +24.1% | +1.2% |
| 3M | 0.0% | -28.7% | +28.6% | +7.5% |
| 6M | +41.6% | -47.2% | +88.8% | +62.9% |
| YTD | +48.6% | -24.3% | +72.9% | +50.7% |
| 1Y | +30.0% | -12.0% | +42.0% | +24.7% |
| 3Y | +42.2% | +169.6% | -127.5% | -18.9% |
| All | -13.3% | +217.5% | -230.7% | -56.9% |
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