+100.1%
SPY vs GGLL
+195.8%
-95.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.0% |
| 7D | +0.1% | +6.3% | -6.3% | -0.9% |
| 30D | -3.3% | -35.1% | +31.8% | +2.9% |
| 3M | -2.4% | -37.7% | +35.3% | +4.3% |
| 6M | +2.6% | -54.1% | +56.7% | +14.3% |
| YTD | +11.2% | -29.4% | +40.7% | +13.4% |
| 1Y | +13.4% | -13.4% | +26.8% | +10.7% |
| 3Y | +79.9% | +158.3% | -78.4% | +31.5% |
| All | +100.1% | +195.8% | -95.7% | +39.4% |
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