+40.7%
SPGI vs GGLL
+188.6%
-147.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | +0.3% | +3.1% | -2.8% | -0.1% |
| 30D | +18.4% | -36.3% | +54.7% | +23.9% |
| 3M | +15.7% | -40.4% | +56.1% | +21.8% |
| 6M | +17.3% | -54.6% | +71.9% | +26.8% |
| YTD | -4.7% | -31.1% | +26.4% | -3.3% |
| 1Y | +1.8% | -19.2% | +21.0% | +0.6% |
| 3Y | +31.7% | +151.5% | -119.8% | -0.6% |
| All | +40.7% | +188.6% | -147.9% | -4.3% |
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