+757.1%
EAT vs GGLL
+328.7%
+428.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | 0.0% | -4.8% | +4.8% | +0.8% |
| 30D | +1.9% | -13.7% | +15.6% | +4.4% |
| 3M | +68.7% | -21.9% | +90.5% | +73.8% |
| 6M | +66.9% | +11.7% | +55.2% | +58.3% |
| YTD | +60.4% | +2.3% | +58.1% | +54.2% |
| 1Y | +44.0% | +76.2% | -32.2% | +21.8% |
| 3Y | +604.7% | +245.0% | +359.7% | +379.5% |
| All | +757.1% | +328.7% | +428.4% | +426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling