+163.1%
SU vs GGLL
+217.5%
-54.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.1% | +0.3% |
| 7D | +0.3% | +11.5% | -11.2% | -0.1% |
| 30D | -7.9% | -31.2% | +23.4% | -6.6% |
| 3M | +9.2% | -28.7% | +37.8% | +10.4% |
| 6M | +5.5% | -47.2% | +52.7% | +8.1% |
| YTD | +59.5% | -24.3% | +83.7% | +58.3% |
| 1Y | +59.9% | -12.0% | +71.9% | +56.2% |
| 3Y | +130.3% | +169.6% | -39.3% | +93.4% |
| All | +163.1% | +217.5% | -54.4% | +129.2% |
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