+73.6%
EEM vs GGLL
+195.8%
-122.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.5% |
| 7D | -0.1% | +6.3% | -6.5% | -1.0% |
| 30D | -8.6% | -35.1% | +26.5% | -3.7% |
| 3M | -7.0% | -37.7% | +30.7% | -1.7% |
| 6M | -9.7% | -54.1% | +44.4% | -1.1% |
| YTD | +12.1% | -29.4% | +41.6% | +14.6% |
| 1Y | +14.1% | -13.4% | +27.5% | +13.0% |
| 3Y | +72.1% | +158.3% | -86.2% | +40.0% |
| All | +73.6% | +195.8% | -122.2% | +37.1% |
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