+37.0%
SBUX vs GGLL
+206.6%
-169.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.3% | -0.4% |
| 7D | +0.2% | +2.9% | -2.7% | -0.1% |
| 30D | +19.1% | -33.1% | +52.2% | +22.8% |
| 3M | +3.6% | -31.2% | +34.8% | +6.4% |
| 6M | +5.1% | -49.4% | +54.5% | +10.7% |
| YTD | +32.9% | -26.8% | +59.7% | +32.5% |
| 1Y | +30.4% | -17.7% | +48.1% | +27.9% |
| 3Y | +13.0% | +160.4% | -147.5% | -10.9% |
| All | +37.0% | +206.6% | -169.6% | +1.2% |
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