+193.0%
TER vs GGLL
+194.0%
-1.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -8.9% | +5.1% | -14.0% | -10.3% |
| 30D | -39.1% | -35.5% | -3.6% | -30.6% |
| 3M | -32.8% | -39.2% | +6.4% | -22.8% |
| 6M | -31.7% | -54.4% | +22.6% | -15.4% |
| YTD | +26.9% | -29.8% | +56.8% | +33.3% |
| 1Y | +33.6% | -20.4% | +54.0% | +33.4% |
| 3Y | +181.5% | +149.7% | +31.8% | +74.7% |
| All | +193.0% | +194.0% | -1.0% | +61.8% |
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