+475.4%
SPOT vs GGLL
+195.8%
+279.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.5% |
| 7D | +2.5% | +6.3% | -3.8% | +1.3% |
| 30D | +15.1% | -35.1% | +50.2% | +24.0% |
| 3M | +24.8% | -37.7% | +62.5% | +35.2% |
| 6M | +45.8% | -54.1% | +99.9% | +66.7% |
| YTD | +4.9% | -29.4% | +34.3% | +5.7% |
| 1Y | -1.3% | -13.4% | +12.1% | -6.9% |
| 3Y | +257.7% | +158.3% | +99.4% | +102.4% |
| All | +475.4% | +195.8% | +279.6% | +205.6% |
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