+48.6%
ED vs GGLL
+151.4%
-102.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +0.7% |
| 7D | +5.2% | -1.3% | +6.4% | +5.1% |
| 30D | +15.5% | -36.3% | +51.8% | +12.6% |
| 3M | +13.0% | -42.7% | +55.7% | +9.6% |
| 6M | +13.1% | -53.1% | +66.2% | +8.8% |
| YTD | +25.3% | -32.1% | +57.4% | +24.1% |
| 1Y | +30.5% | -20.1% | +50.6% | +31.1% |
| All | +48.6% | +151.4% | -102.9% | +57.9% |
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