+35.5%
SO vs GGLL
+195.8%
-160.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.3% |
| 7D | -1.1% | +6.3% | -7.4% | -1.1% |
| 30D | +8.6% | -35.1% | +43.7% | +8.4% |
| 3M | +1.8% | -37.7% | +39.5% | +1.6% |
| 6M | +3.6% | -54.1% | +57.7% | +3.6% |
| YTD | +9.9% | -29.4% | +39.4% | +9.7% |
| 1Y | +5.7% | -13.4% | +19.1% | +5.3% |
| 3Y | +52.5% | +158.3% | -105.8% | +43.1% |
| All | +35.5% | +195.8% | -160.3% | +25.2% |
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