+88.1%
EFA vs GGLL
+188.6%
-100.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -1.4% | +3.1% | -4.5% | -1.8% |
| 30D | -1.2% | -36.3% | +35.2% | +3.5% |
| 3M | -5.1% | -40.4% | +35.3% | -0.1% |
| 6M | -1.2% | -54.6% | +53.4% | +6.7% |
| YTD | +7.8% | -31.1% | +38.9% | +9.7% |
| 1Y | +12.2% | -19.2% | +31.4% | +11.6% |
| 3Y | +61.5% | +151.5% | -90.0% | +31.2% |
| All | +88.1% | +188.6% | -100.5% | +48.3% |
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