+117.7%
V vs GGLL
+194.0%
-76.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +0.6% | +5.1% | -4.5% | +0.2% |
| 30D | +9.7% | -35.5% | +45.2% | +13.5% |
| 3M | +17.3% | -39.2% | +56.4% | +21.8% |
| 6M | +33.2% | -54.4% | +87.6% | +41.3% |
| YTD | +21.3% | -29.8% | +51.2% | +22.1% |
| 1Y | +27.3% | -20.4% | +47.7% | +26.0% |
| 3Y | +76.1% | +149.7% | -73.7% | +42.9% |
| All | +117.7% | +194.0% | -76.4% | +64.5% |
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