+35.1%
ED vs GGLL
+194.0%
-158.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.7% |
| 7D | +2.1% | +5.1% | -3.0% | +2.3% |
| 30D | +12.4% | -35.5% | +47.9% | +11.1% |
| 3M | +13.1% | -39.2% | +52.3% | +11.7% |
| 6M | +14.1% | -54.4% | +68.4% | +12.1% |
| YTD | +23.1% | -29.8% | +52.9% | +22.4% |
| 1Y | +25.4% | -20.4% | +45.9% | +25.2% |
| 3Y | +47.9% | +149.7% | -101.9% | +45.2% |
| All | +35.1% | +194.0% | -158.9% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling