+489.9%
EAT vs GGLL
+154.9%
+334.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.1% |
| 7D | -2.6% | +3.1% | -5.7% | -3.0% |
| 30D | +11.5% | -36.3% | +47.8% | +17.9% |
| 3M | -9.1% | -40.4% | +31.2% | -3.2% |
| 6M | +40.4% | -54.6% | +95.0% | +54.2% |
| YTD | +43.9% | -31.1% | +75.1% | +45.4% |
| 1Y | +101.9% | -19.2% | +121.1% | +97.2% |
| 3Y | +489.9% | +151.5% | +338.3% | +374.4% |
| All | +489.9% | +154.9% | +334.9% | +374.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling