+32.5%
SE vs GGLL
+195.8%
-163.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.5% | +2.3% |
| 7D | +3.3% | +6.3% | -3.1% | +1.6% |
| 30D | -18.2% | -35.1% | +16.9% | -9.1% |
| 3M | -31.3% | -37.7% | +6.4% | -23.3% |
| 6M | -10.1% | -54.1% | +44.0% | +7.8% |
| YTD | -38.9% | -29.4% | -9.5% | -36.8% |
| 1Y | -48.0% | -13.4% | -34.6% | -50.0% |
| 3Y | +78.8% | +158.3% | -79.5% | +1.3% |
| All | +32.5% | +195.8% | -163.3% | -36.3% |
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