+27.2%
SBUX vs GGLL
+328.4%
-301.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -3.9% | +1.9% | -5.8% | -4.1% |
| 30D | -2.8% | -9.7% | +6.9% | -1.9% |
| 3M | +8.2% | -18.0% | +26.2% | +9.6% |
| 6M | +4.3% | +15.3% | -11.0% | +0.6% |
| YTD | +23.3% | +2.2% | +21.1% | +20.2% |
| 1Y | +24.3% | +73.1% | -48.8% | +12.7% |
| 3Y | +15.5% | +242.7% | -227.2% | -10.5% |
| All | +27.2% | +328.4% | -301.2% | -8.2% |
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