-16.1%
Z vs GGLL
+188.6%
-204.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.8% |
| 7D | -4.6% | +3.1% | -7.7% | -5.1% |
| 30D | +8.3% | -36.3% | +44.6% | +19.8% |
| 3M | -11.6% | -40.4% | +28.8% | -0.8% |
| 6M | -33.6% | -54.6% | +21.0% | -21.1% |
| YTD | -56.7% | -31.1% | -25.5% | -54.5% |
| 1Y | -59.1% | -19.2% | -39.9% | -59.1% |
| 3Y | -20.4% | +151.5% | -171.9% | -49.7% |
| All | -16.1% | +188.6% | -204.7% | -53.1% |
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