+6.8%
EME vs GGLL
-11.0%
+17.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | +8.4% | +7.7% | +0.7% | +7.5% |
| 30D | -11.5% | -30.2% | +18.7% | -8.2% |
| 3M | -20.6% | -31.3% | +10.6% | -17.7% |
| 6M | -28.5% | -52.1% | +23.6% | -21.0% |
| YTD | +8.0% | -25.9% | +33.9% | +5.8% |
| 1Y | +6.8% | -8.5% | +15.2% | +2.7% |
| All | +6.8% | -11.0% | +17.8% | +2.7% |
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