-5.5%
EFX vs GGLL
+328.7%
-334.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.0% | -6.0% |
| 7D | -8.6% | -4.8% | -3.9% | -8.0% |
| 30D | +0.1% | -13.7% | +13.8% | +2.3% |
| 3M | +3.8% | -21.9% | +25.7% | +6.8% |
| 6M | -13.5% | +11.7% | -25.2% | -17.0% |
| YTD | -17.7% | +2.3% | -19.9% | -19.9% |
| 1Y | -25.6% | +76.2% | -101.7% | -34.9% |
| 3Y | -12.1% | +245.0% | -257.1% | -39.0% |
| All | -5.5% | +328.7% | -334.2% | -44.7% |
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