-65.9%
SMR vs GGLL
+217.5%
-283.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +3.5% | -11.4% | -9.1% |
| 7D | +10.3% | +11.5% | -1.2% | +6.0% |
| 30D | -25.7% | -31.2% | +5.5% | -16.6% |
| 3M | -49.7% | -28.7% | -21.1% | -44.7% |
| 6M | -59.8% | -47.2% | -12.6% | -51.8% |
| YTD | -66.0% | -24.3% | -41.7% | -65.3% |
| 1Y | -81.4% | -12.0% | -69.4% | -82.3% |
| 3Y | +130.6% | +169.6% | -39.0% | +48.8% |
| All | -65.9% | +217.5% | -283.4% | -77.6% |
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