+95.8%
EEM vs GGLL
+328.4%
-232.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.1% | +1.9% | +1.2% | +2.8% |
| 30D | +4.9% | -9.7% | +14.6% | +6.2% |
| 3M | +5.2% | -18.0% | +23.2% | +7.3% |
| 6M | +20.7% | +15.3% | +5.5% | +16.5% |
| YTD | +26.5% | +2.2% | +24.3% | +23.8% |
| 1Y | +37.8% | +73.1% | -35.2% | +24.9% |
| 3Y | +91.0% | +242.7% | -151.7% | +50.3% |
| All | +95.8% | +328.4% | -232.6% | +48.1% |
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