+88.1%
ECL vs GGLL
+195.8%
-107.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.8% |
| 7D | -0.5% | +6.3% | -6.9% | -1.1% |
| 30D | +8.8% | -35.1% | +43.9% | +12.8% |
| 3M | +7.8% | -37.7% | +45.5% | +12.0% |
| 6M | +21.3% | -54.1% | +75.4% | +29.3% |
| YTD | +17.8% | -29.4% | +47.2% | +18.7% |
| 1Y | +21.1% | -13.4% | +34.5% | +18.7% |
| 3Y | +80.1% | +158.3% | -78.2% | +38.5% |
| All | +88.1% | +195.8% | -107.7% | +31.9% |
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