+49.5%
UL vs GGLL
+194.0%
-144.5%
-25.1%
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% | -0.2% |
| 7D | +2.6% | +5.1% | -2.5% | +2.4% |
| 30D | +6.8% | -35.5% | +42.2% | +7.8% |
| 3M | +5.7% | -39.2% | +44.9% | +6.8% |
| 6M | +15.9% | -54.4% | +70.2% | +17.6% |
| YTD | +4.3% | -29.8% | +34.1% | +5.0% |
| 1Y | -0.4% | -20.4% | +20.0% | +0.1% |
| 3Y | +35.0% | +149.7% | -114.8% | +28.5% |
| All | +49.5% | +194.0% | -144.5% | +40.2% |
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