-8.8%
S vs GGLL
+194.0%
-202.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +1.4% | +5.1% | -3.7% | +0.2% |
| 30D | -10.8% | -35.5% | +24.7% | -1.1% |
| 3M | +5.4% | -39.2% | +44.5% | +18.2% |
| 6M | +41.2% | -54.4% | +95.6% | +69.1% |
| YTD | +56.2% | -29.8% | +86.0% | +61.8% |
| 1Y | +36.3% | -20.4% | +56.7% | +34.5% |
| 3Y | +49.4% | +149.7% | -100.3% | -12.9% |
| All | -8.8% | +194.0% | -202.9% | -53.7% |
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