+6.2%
SYY vs GGLL
+195.8%
-189.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.9% |
| 7D | -4.1% | +6.3% | -10.5% | -4.3% |
| 30D | +0.3% | -35.1% | +35.4% | +1.5% |
| 3M | -6.3% | -37.7% | +31.3% | -5.1% |
| 6M | +9.7% | -54.1% | +63.8% | +12.2% |
| YTD | +9.4% | -29.4% | +38.9% | +9.4% |
| 1Y | +7.3% | -13.4% | +20.7% | +6.3% |
| 3Y | +27.6% | +158.3% | -130.7% | +15.4% |
| All | +6.2% | +195.8% | -189.6% | -4.2% |
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