+64.2%
T vs GGLL
+194.0%
-129.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +2.6% | +5.1% | -2.5% | +2.7% |
| 30D | -1.1% | -35.5% | +34.4% | -1.9% |
| 3M | -7.7% | -39.2% | +31.4% | -8.6% |
| 6M | -10.6% | -54.4% | +43.7% | -11.7% |
| YTD | -7.5% | -29.8% | +22.4% | -7.8% |
| 1Y | -7.4% | -20.4% | +13.0% | -7.6% |
| 3Y | +63.1% | +149.7% | -86.7% | +57.7% |
| All | +64.2% | +194.0% | -129.8% | +59.3% |
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