-8.8%
EFX vs GGLL
-16.8%
+8.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.8% |
| 7D | -2.2% | +6.3% | -8.5% | -2.5% |
| 30D | +29.2% | -35.1% | +64.3% | +32.4% |
| 3M | +3.5% | -37.7% | +41.1% | +6.2% |
| 6M | +7.8% | -54.1% | +61.9% | +13.2% |
| YTD | -12.4% | -29.4% | +17.0% | -12.5% |
| All | -8.8% | -16.8% | +8.0% | -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