+92.0%
EFA vs GGLL
+217.5%
-125.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.2% | -1.0% |
| 7D | +1.3% | +11.5% | -10.2% | 0.0% |
| 30D | +0.5% | -31.2% | +31.8% | +4.3% |
| 3M | -4.1% | -28.7% | +24.5% | -1.1% |
| 6M | +2.4% | -47.2% | +49.6% | +8.8% |
| YTD | +10.0% | -24.3% | +34.3% | +10.7% |
| 1Y | +11.4% | -12.0% | +23.4% | +9.8% |
| 3Y | +65.4% | +169.6% | -104.3% | +33.4% |
| All | +92.0% | +217.5% | -125.5% | +49.7% |
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 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