+44.0%
EAT vs GGLL
+80.0%
-36.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | 0.0% | -4.8% | +4.8% | +0.3% |
| 30D | +1.9% | -13.7% | +15.6% | +2.8% |
| 3M | +68.7% | -21.9% | +90.5% | +70.2% |
| 6M | +66.9% | +11.7% | +55.2% | +59.7% |
| YTD | +60.4% | +2.3% | +58.1% | +53.8% |
| 1Y | +44.0% | +76.2% | -32.2% | +34.1% |
| All | +44.0% | +80.0% | -36.0% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling