+119.9%
W vs GGLL
+217.5%
-97.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -4.1% |
| 7D | -1.7% | +11.5% | -13.2% | -6.1% |
| 30D | +3.2% | -31.2% | +34.5% | +17.9% |
| 3M | +8.3% | -28.7% | +37.0% | +21.4% |
| 6M | +84.3% | -47.2% | +131.5% | +130.7% |
| YTD | +11.0% | -24.3% | +35.3% | +13.0% |
| 1Y | -0.2% | -12.0% | +11.8% | -7.5% |
| 3Y | +157.9% | +169.6% | -11.7% | +4.6% |
| All | +119.9% | +217.5% | -97.6% | -25.8% |
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