+84.4%
ECL vs GGLL
+188.6%
-104.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.8% |
| 7D | -0.8% | +3.1% | -3.9% | -1.0% |
| 30D | +8.1% | -36.3% | +44.4% | +12.2% |
| 3M | +6.4% | -40.4% | +46.7% | +10.9% |
| 6M | +14.8% | -54.6% | +69.4% | +22.4% |
| YTD | +15.5% | -31.1% | +46.6% | +16.7% |
| 1Y | +20.1% | -19.2% | +39.3% | +18.6% |
| 3Y | +77.8% | +151.5% | -73.8% | +37.1% |
| All | +84.4% | +188.6% | -104.2% | +29.6% |
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 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