-87.0%
SPXU vs GGLL
+309.0%
-396.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | -0.8% |
| 7D | +1.3% | -3.9% | +5.2% | -0.6% |
| 30D | +5.1% | -15.4% | +20.5% | -2.8% |
| 3M | -9.1% | -21.9% | +12.8% | -17.0% |
| 6M | -29.6% | +4.5% | -34.1% | -21.3% |
| YTD | -27.7% | -2.4% | -25.3% | -21.3% |
| 1Y | -37.0% | +57.8% | -94.8% | -7.4% |
| 3Y | -80.2% | +227.2% | -307.4% | -38.4% |
| All | -87.0% | +309.0% | -396.0% | -45.8% |
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