+19.3%
EFA vs GGLL
+64.8%
-45.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.6% |
| 7D | -0.5% | -3.9% | +3.4% | -0.1% |
| 30D | -1.3% | -15.4% | +14.0% | +0.3% |
| 3M | +5.2% | -21.9% | +27.1% | +7.5% |
| 6M | +9.4% | +4.5% | +4.9% | +6.4% |
| YTD | +12.7% | -2.4% | +15.1% | +9.9% |
| 1Y | +19.3% | +57.8% | -38.5% | +10.0% |
| All | +19.3% | +64.8% | -45.5% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling