+68.2%
EFA vs GGLL
+247.9%
-179.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +1.2% | +1.9% | -0.7% | +1.0% |
| 30D | -0.7% | -9.7% | +9.0% | +0.3% |
| 3M | +6.4% | -18.0% | +24.4% | +8.0% |
| 6M | +11.4% | +15.3% | -3.9% | +8.3% |
| YTD | +14.0% | +2.2% | +11.8% | +11.9% |
| 1Y | +20.2% | +73.1% | -52.9% | +11.2% |
| 3Y | +68.2% | +242.7% | -174.5% | +39.0% |
| All | +68.2% | +247.9% | -179.7% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling