+96.7%
EFA vs GGLL
+309.0%
-212.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.6% |
| 7D | -0.5% | -3.9% | +3.4% | 0.0% |
| 30D | -1.3% | -15.4% | +14.0% | +0.5% |
| 3M | +5.2% | -21.9% | +27.1% | +7.5% |
| 6M | +9.4% | +4.5% | +4.9% | +7.1% |
| YTD | +12.7% | -2.4% | +15.1% | +11.0% |
| 1Y | +19.3% | +57.8% | -38.5% | +10.0% |
| 3Y | +66.3% | +227.2% | -160.9% | +32.2% |
| All | +96.7% | +309.0% | -212.3% | +50.1% |
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