+448.1%
SN vs GGLL
+142.7%
+305.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +7.6% | +5.1% | +2.5% | +6.6% |
| 30D | +22.4% | -35.5% | +57.9% | +31.2% |
| 3M | +21.7% | -39.2% | +60.8% | +31.4% |
| 6M | +102.8% | -54.4% | +157.2% | +129.4% |
| YTD | +102.4% | -29.8% | +132.3% | +104.6% |
| 1Y | +139.0% | -20.4% | +159.4% | +133.5% |
| 3Y | +440.4% | +149.7% | +290.7% | +281.7% |
| All | +448.1% | +142.7% | +305.4% | +282.6% |
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