+75.4%
USAR vs GGLL
+280.7%
-205.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.3% | +1.9% | +0.5% | +2.1% |
| 30D | -8.6% | -9.7% | +1.1% | -7.7% |
| 3M | -20.5% | -18.0% | -2.5% | -19.3% |
| 6M | +1.2% | +15.3% | -14.0% | +1.4% |
| YTD | +48.4% | +2.2% | +46.2% | +48.5% |
| 1Y | +30.6% | +73.1% | -42.5% | +30.8% |
| 3Y | +73.6% | +242.7% | -169.0% | +78.4% |
| All | +75.4% | +280.7% | -205.4% | +80.4% |
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