-51.0%
EL vs GGLL
+194.0%
-245.1%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +7.6% | +5.1% | +2.5% | +6.6% |
| 30D | +15.7% | -35.5% | +51.2% | +24.9% |
| 3M | +30.5% | -39.2% | +69.7% | +42.3% |
| 6M | +32.5% | -54.4% | +86.9% | +51.5% |
| YTD | +9.4% | -29.8% | +39.3% | +12.7% |
| 1Y | +28.4% | -20.4% | +48.8% | +28.1% |
| 3Y | +4.4% | +149.7% | -145.3% | -24.6% |
| All | -51.0% | +194.0% | -245.1% | -67.3% |
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 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