+193.8%
TER vs GGLL
+195.8%
-2.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.5% | +10.2% | +11.9% |
| 7D | -5.8% | +6.3% | -12.1% | -7.5% |
| 30D | -38.9% | -35.1% | -3.8% | -30.5% |
| 3M | -35.1% | -37.7% | +2.6% | -26.1% |
| 6M | -31.6% | -54.1% | +22.5% | -15.3% |
| YTD | +27.2% | -29.4% | +56.7% | +33.3% |
| 1Y | +35.2% | -13.4% | +48.6% | +31.0% |
| 3Y | +192.8% | +158.3% | +34.5% | +79.6% |
| All | +193.8% | +195.8% | -2.0% | +61.9% |
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