+728.3%
EAT vs GGLL
+328.4%
+400.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -4.9% | +1.9% | -6.8% | -5.2% |
| 30D | -1.2% | -9.7% | +8.5% | +0.5% |
| 3M | +52.2% | -18.0% | +70.3% | +55.5% |
| 6M | +65.0% | +15.3% | +49.8% | +55.6% |
| YTD | +55.0% | +2.2% | +52.8% | +49.0% |
| 1Y | +42.1% | +73.1% | -31.0% | +20.7% |
| 3Y | +614.7% | +242.7% | +372.0% | +387.2% |
| All | +728.3% | +328.4% | +400.0% | +408.8% |
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