+71.8%
SW vs GGLL
+328.7%
-256.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.5% |
| 7D | -5.1% | -4.8% | -0.3% | -4.5% |
| 30D | -4.6% | -13.7% | +9.1% | -3.0% |
| 3M | +9.4% | -21.9% | +31.2% | +11.9% |
| 6M | +3.5% | +11.7% | -8.1% | +0.1% |
| YTD | +22.0% | +2.3% | +19.8% | +19.0% |
| 1Y | +2.2% | +76.2% | -74.0% | -9.3% |
| 3Y | +19.6% | +245.0% | -225.4% | -9.4% |
| All | +71.8% | +328.7% | -256.8% | +17.9% |
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