+560.3%
EME vs GGLL
+328.4%
+231.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +5.2% | +1.9% | +3.3% | +4.8% |
| 30D | -5.4% | -9.7% | +4.4% | -3.9% |
| 3M | -6.1% | -18.0% | +11.9% | -4.0% |
| 6M | +9.7% | +15.3% | -5.6% | +4.5% |
| YTD | +26.6% | +2.2% | +24.4% | +22.9% |
| 1Y | +24.6% | +73.1% | -48.5% | +9.1% |
| 3Y | +249.6% | +242.7% | +6.9% | +164.2% |
| All | +560.3% | +328.4% | +231.9% | +389.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling