+112.0%
SPYG vs GGLL
+210.8%
-98.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | +2.3% | +7.7% | -5.3% | +0.7% |
| 30D | -6.5% | -30.2% | +23.8% | +0.2% |
| 3M | -6.8% | -31.3% | +24.4% | -0.2% |
| 6M | -3.1% | -52.1% | +48.9% | +11.2% |
| YTD | +8.0% | -25.9% | +33.9% | +9.9% |
| 1Y | +10.2% | -8.5% | +18.7% | +6.0% |
| 3Y | +91.0% | +165.5% | -74.6% | +29.0% |
| All | +112.0% | +210.8% | -98.8% | +33.5% |
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