+93.8%
EFA vs GGLL
+195.8%
-102.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.7% |
| 7D | +1.2% | +6.3% | -5.1% | +0.5% |
| 30D | +1.5% | -35.1% | +36.6% | +6.1% |
| 3M | -3.3% | -37.7% | +34.4% | +1.3% |
| 6M | +2.6% | -54.1% | +56.7% | +10.7% |
| YTD | +11.0% | -29.4% | +40.5% | +12.7% |
| 1Y | +15.1% | -13.4% | +28.5% | +13.6% |
| 3Y | +67.6% | +158.3% | -90.7% | +35.7% |
| All | +93.8% | +195.8% | -102.0% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling