+69.4%
SW vs GGLL
+198.0%
-128.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.5% | -2.4% | +3.4% |
| 7D | +12.1% | -23.1% | +35.2% | +14.5% |
| 30D | +6.6% | -32.9% | +39.4% | +10.5% |
| 3M | -6.0% | -44.9% | +38.9% | -0.4% |
| 6M | +21.5% | -49.5% | +71.0% | +29.3% |
| YTD | +20.3% | -28.9% | +49.2% | +21.0% |
| 1Y | +28.1% | -12.2% | +40.3% | +24.4% |
| 3Y | +51.6% | +163.5% | -111.9% | +16.9% |
| All | +69.4% | +198.0% | -128.6% | +20.0% |
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