+99.4%
SPY vs GGLL
+194.0%
-94.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -0.6% | +5.1% | -5.7% | -1.4% |
| 30D | -3.7% | -35.5% | +31.8% | +2.7% |
| 3M | -2.7% | -39.2% | +36.4% | +4.4% |
| 6M | +2.2% | -54.4% | +56.6% | +14.0% |
| YTD | +10.8% | -29.8% | +40.7% | +13.1% |
| 1Y | +11.2% | -20.4% | +31.6% | +10.4% |
| 3Y | +76.5% | +149.7% | -73.3% | +30.0% |
| All | +99.4% | +194.0% | -94.7% | +39.0% |
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