+419.9%
EME vs GGLL
+188.6%
+231.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.0% |
| 7D | -10.5% | +3.1% | -13.6% | -11.0% |
| 30D | -22.4% | -36.3% | +13.9% | -17.3% |
| 3M | -24.7% | -40.4% | +15.7% | -19.1% |
| 6M | -35.5% | -54.6% | +19.2% | -28.0% |
| YTD | -0.3% | -31.1% | +30.8% | +2.0% |
| 1Y | -6.7% | -19.2% | +12.5% | -7.7% |
| 3Y | +190.6% | +151.5% | +39.1% | +129.0% |
| All | +419.9% | +188.6% | +231.3% | +306.4% |
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