+159.6%
SPMO vs GGLL
+217.5%
-57.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.5% |
| 7D | +9.8% | +11.5% | -1.7% | +7.9% |
| 30D | -9.2% | -31.2% | +22.0% | -4.4% |
| 3M | -11.0% | -28.7% | +17.7% | -7.1% |
| 6M | -6.6% | -47.2% | +40.5% | +1.2% |
| YTD | +13.3% | -24.3% | +37.6% | +14.4% |
| 1Y | +12.7% | -12.0% | +24.6% | +10.5% |
| 3Y | +127.5% | +169.6% | -42.1% | +78.0% |
| All | +159.6% | +217.5% | -57.9% | +104.6% |
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