+294.4%
URI vs GGLL
+195.8%
+98.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.5% | +4.4% | +6.6% |
| 7D | -4.0% | +6.3% | -10.4% | -4.7% |
| 30D | +6.8% | -35.1% | +41.9% | +11.9% |
| 3M | -2.8% | -37.7% | +34.9% | +2.1% |
| 6M | +20.9% | -54.1% | +75.0% | +31.7% |
| YTD | +40.2% | -29.4% | +69.7% | +40.4% |
| 1Y | +34.1% | -13.4% | +47.5% | +28.9% |
| 3Y | +164.1% | +158.3% | +5.8% | +92.5% |
| All | +294.4% | +195.8% | +98.6% | +180.2% |
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