+78.2%
ECL vs GGLL
+166.5%
-88.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.7% |
| 7D | +2.9% | +7.7% | -4.8% | +2.5% |
| 30D | +7.5% | -30.2% | +37.7% | +9.0% |
| 3M | +12.2% | -31.3% | +43.5% | +13.8% |
| 6M | +24.6% | -52.1% | +76.7% | +28.3% |
| YTD | +18.8% | -25.9% | +44.6% | +18.9% |
| 1Y | +19.3% | -8.5% | +27.8% | +18.1% |
| 3Y | +78.2% | +165.5% | -87.3% | +61.9% |
| All | +78.2% | +166.5% | -88.3% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling