+83.1%
EAT vs GGLL
-17.3%
+100.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.1% |
| 7D | -5.9% | +5.1% | -11.0% | -6.3% |
| 30D | +0.7% | -35.5% | +36.1% | +4.0% |
| 3M | -14.2% | -39.2% | +24.9% | -11.0% |
| 6M | +40.7% | -54.4% | +95.1% | +50.2% |
| YTD | +36.0% | -29.8% | +65.8% | +31.4% |
| 1Y | +83.1% | -20.4% | +103.5% | +69.6% |
| All | +83.1% | -17.3% | +100.4% | +69.6% |
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 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