+215.0%
TER vs GGLL
+217.5%
-2.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.9% |
| 7D | +24.0% | +11.5% | +12.5% | +19.8% |
| 30D | -30.6% | -31.2% | +0.6% | -22.6% |
| 3M | -34.5% | -28.7% | -5.8% | -28.4% |
| 6M | -26.4% | -47.2% | +20.8% | -13.0% |
| YTD | +36.4% | -24.3% | +60.7% | +39.8% |
| 1Y | +47.4% | -12.0% | +59.4% | +42.6% |
| 3Y | +202.6% | +169.6% | +32.9% | +83.2% |
| All | +215.0% | +217.5% | -2.5% | +69.7% |
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