-55.2%
EL vs GGLL
+328.7%
-383.8%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.5% |
| 7D | +0.8% | -4.8% | +5.6% | +1.8% |
| 30D | +19.8% | -13.7% | +33.5% | +23.3% |
| 3M | +25.7% | -21.9% | +47.6% | +30.7% |
| 6M | +5.4% | +11.7% | -6.2% | +0.4% |
| YTD | +0.2% | +2.3% | -2.1% | -3.1% |
| 1Y | +20.4% | +76.2% | -55.7% | +2.8% |
| 3Y | -32.1% | +245.0% | -277.1% | -53.6% |
| All | -55.2% | +328.7% | -383.8% | -71.9% |
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