+513.1%
SITM vs GGLL
+328.4%
+184.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | +8.4% | +1.9% | +6.5% | +7.4% |
| 30D | -17.4% | -9.7% | -7.7% | -14.0% |
| 3M | -9.8% | -18.0% | +8.2% | -4.7% |
| 6M | +83.0% | +15.3% | +67.7% | +58.5% |
| YTD | +69.6% | +2.2% | +67.4% | +54.6% |
| 1Y | +144.9% | +73.1% | +71.8% | +67.1% |
| 3Y | +429.9% | +242.7% | +187.2% | +125.4% |
| All | +513.1% | +328.4% | +184.7% | +120.1% |
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