+46.9%
ED vs GGLL
+153.6%
-106.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | 0.0% |
| 7D | -0.1% | +6.3% | -6.4% | +0.3% |
| 30D | +11.6% | -35.1% | +46.7% | +8.9% |
| 3M | +10.5% | -37.7% | +48.2% | +7.7% |
| 6M | +13.2% | -54.1% | +67.3% | +8.8% |
| YTD | +22.1% | -29.4% | +51.6% | +21.3% |
| 1Y | +24.2% | -13.4% | +37.6% | +25.3% |
| 3Y | +46.9% | +158.3% | -111.4% | +55.7% |
| All | +46.9% | +153.6% | -106.7% | +55.7% |
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