-31.4%
EFX vs GGLL
+70.5%
-101.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -7.8% | +1.9% | -9.7% | -7.9% |
| 30D | -5.7% | -9.7% | +4.0% | -5.1% |
| 3M | +2.5% | -18.0% | +20.5% | +3.4% |
| 6M | -16.7% | +15.3% | -31.9% | -18.5% |
| YTD | -20.2% | +2.2% | -22.4% | -21.2% |
| 1Y | -31.4% | +73.1% | -104.5% | -32.2% |
| All | -31.4% | +70.5% | -101.9% | -32.2% |
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