+638.4%
EAT vs GGLL
+210.8%
+427.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | -4.0% | +7.7% | -11.7% | -5.2% |
| 30D | -2.9% | -30.2% | +27.3% | +2.3% |
| 3M | -16.9% | -31.3% | +14.4% | -12.5% |
| 6M | +57.0% | -52.1% | +109.0% | +74.0% |
| YTD | +38.2% | -25.9% | +64.0% | +38.6% |
| 1Y | +69.3% | -8.5% | +77.7% | +62.1% |
| 3Y | +483.0% | +165.5% | +317.4% | +310.3% |
| All | +638.4% | +210.8% | +427.6% | +373.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling