-13.0%
USAR vs GGLL
+162.9%
-175.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.5% | +4.0% | +6.2% |
| 7D | -1.1% | +6.3% | -7.4% | -1.8% |
| 30D | -30.3% | -35.1% | +4.8% | -27.0% |
| 3M | -54.7% | -37.7% | -17.0% | -52.4% |
| 6M | -67.5% | -54.1% | -13.4% | -65.1% |
| YTD | -26.4% | -29.4% | +3.0% | -23.4% |
| 1Y | -49.5% | -13.4% | -36.1% | -47.5% |
| 3Y | -14.5% | +158.3% | -172.8% | -8.6% |
| All | -13.0% | +162.9% | -175.9% | -7.0% |
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