-52.5%
EL vs GGLL
+188.6%
-241.1%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.0% |
| 7D | +0.8% | +3.1% | -2.3% | +0.2% |
| 30D | +16.5% | -36.3% | +52.9% | +26.2% |
| 3M | +29.2% | -40.4% | +69.5% | +41.3% |
| 6M | +27.9% | -54.6% | +82.5% | +46.3% |
| YTD | +6.2% | -31.1% | +37.3% | +9.7% |
| 1Y | +27.2% | -19.2% | +46.4% | +26.4% |
| 3Y | +3.2% | +151.5% | -148.3% | -25.7% |
| All | -52.5% | +188.6% | -241.1% | -68.2% |
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 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