+439.5%
SN vs GGLL
+138.2%
+301.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.4% |
| 7D | +7.2% | +3.1% | +4.1% | +6.6% |
| 30D | +20.4% | -36.3% | +56.7% | +29.2% |
| 3M | +23.9% | -40.4% | +64.3% | +34.3% |
| 6M | +93.0% | -54.6% | +147.7% | +118.4% |
| YTD | +99.2% | -31.1% | +130.4% | +102.0% |
| 1Y | +142.6% | -19.2% | +161.8% | +135.7% |
| 3Y | +398.8% | +151.5% | +247.3% | +252.5% |
| All | +439.5% | +138.2% | +301.3% | +277.8% |
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