+35.9%
SO vs GGLL
+206.6%
-170.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | +0.2% |
| 7D | +0.8% | +2.9% | -2.1% | +0.8% |
| 30D | +7.8% | -33.1% | +40.9% | +7.7% |
| 3M | +2.9% | -31.2% | +34.1% | +2.8% |
| 6M | +2.5% | -49.4% | +51.8% | +2.5% |
| YTD | +10.3% | -26.8% | +37.1% | +10.0% |
| 1Y | +6.4% | -17.7% | +24.1% | +6.0% |
| 3Y | +52.8% | +160.4% | -107.6% | +43.9% |
| All | +35.9% | +206.6% | -170.7% | +25.6% |
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