+177.1%
SPG vs GGLL
+188.6%
-11.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | +4.9% | +3.1% | +1.8% | +4.6% |
| 30D | +15.6% | -36.3% | +51.9% | +19.5% |
| 3M | +4.1% | -40.4% | +44.4% | +8.1% |
| 6M | +13.6% | -54.6% | +68.2% | +20.3% |
| YTD | +27.5% | -31.1% | +58.7% | +28.5% |
| 1Y | +32.2% | -19.2% | +51.4% | +30.5% |
| 3Y | +126.0% | +151.5% | -25.5% | +84.1% |
| All | +177.1% | +188.6% | -11.5% | +120.6% |
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