+24.6%
EME vs GGLL
+70.5%
-45.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +5.2% | +1.9% | +3.3% | +4.9% |
| 30D | -5.4% | -9.7% | +4.4% | -4.1% |
| 3M | -6.1% | -18.0% | +11.9% | -3.8% |
| 6M | +9.7% | +15.3% | -5.6% | +3.7% |
| YTD | +26.6% | +2.2% | +24.4% | +21.1% |
| 1Y | +24.6% | +73.1% | -48.5% | +5.6% |
| All | +24.6% | +70.5% | -45.9% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling