-20.9%
SMR vs GGLL
+328.4%
-349.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.1% | +15.3% | +15.3% |
| 7D | +21.4% | +1.9% | +19.5% | +20.5% |
| 30D | +13.8% | -9.7% | +23.6% | +17.7% |
| 3M | +3.9% | -18.0% | +21.9% | +9.3% |
| 6M | -4.2% | +15.3% | -19.5% | -13.3% |
| YTD | -21.1% | +2.2% | -23.3% | -25.9% |
| 1Y | -67.1% | +73.1% | -140.2% | -75.1% |
| 3Y | +88.9% | +242.7% | -153.8% | +13.3% |
| All | -20.9% | +328.4% | -349.2% | -52.1% |
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