+28.7%
U vs GGLL
+194.0%
-165.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | +24.4% | +5.1% | +19.3% | +21.5% |
| 30D | +7.4% | -35.5% | +42.9% | +26.0% |
| 3M | +16.8% | -39.2% | +55.9% | +39.2% |
| 6M | +78.8% | -54.4% | +133.1% | +135.6% |
| YTD | +14.0% | -29.8% | +43.8% | +19.2% |
| 1Y | +16.7% | -20.4% | +37.1% | +13.6% |
| 3Y | +86.4% | +149.7% | -63.4% | -19.3% |
| All | +28.7% | +194.0% | -165.3% | -54.3% |
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