+326.8%
SITM vs GGLL
+188.6%
+138.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +1.4% | +16.0% | +16.8% |
| 7D | -6.7% | +3.1% | -9.8% | -8.1% |
| 30D | -37.3% | -36.3% | -1.0% | -24.9% |
| 3M | -39.4% | -40.4% | +1.0% | -26.1% |
| 6M | -33.1% | -54.6% | +21.5% | -10.5% |
| YTD | +18.0% | -31.1% | +49.2% | +24.9% |
| 1Y | +22.7% | -19.2% | +41.9% | +18.2% |
| 3Y | +283.8% | +151.5% | +132.3% | +82.0% |
| All | +326.8% | +188.6% | +138.1% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling