+86.7%
ECL vs GGLL
+217.5%
-130.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -1.4% |
| 7D | -0.5% | +11.5% | -12.0% | -1.5% |
| 30D | +6.6% | -31.2% | +37.8% | +9.8% |
| 3M | +9.6% | -28.7% | +38.3% | +12.4% |
| 6M | +21.6% | -47.2% | +68.8% | +27.8% |
| YTD | +16.9% | -24.3% | +41.2% | +17.0% |
| 1Y | +17.9% | -12.0% | +29.9% | +15.6% |
| 3Y | +76.5% | +169.6% | -93.1% | +35.9% |
| All | +86.7% | +217.5% | -130.8% | +30.1% |
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