+117.5%
V vs GGLL
+188.6%
-71.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +2.2% | +3.1% | -0.9% | +1.9% |
| 30D | +13.6% | -36.3% | +49.9% | +17.6% |
| 3M | +14.3% | -40.4% | +54.7% | +18.9% |
| 6M | +33.1% | -54.6% | +87.7% | +41.2% |
| YTD | +21.2% | -31.1% | +52.4% | +22.2% |
| 1Y | +26.4% | -19.2% | +45.6% | +24.7% |
| 3Y | +77.6% | +151.5% | -73.9% | +43.7% |
| All | +117.5% | +188.6% | -71.1% | +64.6% |
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