+466.3%
EME vs GGLL
+217.5%
+248.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.1% |
| 7D | +11.3% | +11.5% | -0.2% | +9.5% |
| 30D | -14.6% | -31.2% | +16.7% | -10.0% |
| 3M | -20.4% | -28.7% | +8.2% | -16.9% |
| 6M | -28.3% | -47.2% | +18.9% | -21.9% |
| YTD | +8.6% | -24.3% | +32.8% | +9.4% |
| 1Y | +3.2% | -12.0% | +15.2% | +1.0% |
| 3Y | +216.8% | +169.6% | +47.1% | +146.9% |
| All | +466.3% | +217.5% | +248.9% | +336.1% |
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