+1.2%
EFX vs GGLL
+188.6%
-187.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.4% |
| 7D | +2.7% | +3.1% | -0.4% | +2.2% |
| 30D | +33.1% | -36.3% | +69.4% | +40.4% |
| 3M | +8.2% | -40.4% | +48.5% | +15.0% |
| 6M | +10.2% | -54.6% | +64.8% | +20.9% |
| YTD | -11.8% | -31.1% | +19.3% | -10.4% |
| 1Y | -6.1% | -19.2% | +13.1% | -7.6% |
| 3Y | +7.5% | +151.5% | -144.0% | -23.6% |
| All | +1.2% | +188.6% | -187.4% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling