+44.2%
EOG vs GGLL
-11.6%
+55.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.5% | -11.7% | -4.5% |
| 7D | -8.6% | -23.1% | +14.5% | -10.7% |
| 30D | +2.8% | -32.9% | +35.6% | -1.1% |
| 3M | +3.2% | -44.9% | +48.0% | -2.7% |
| 6M | +5.3% | -49.5% | +54.8% | -1.1% |
| YTD | +44.5% | -28.9% | +73.4% | +44.8% |
| 1Y | +44.2% | -12.2% | +56.3% | +46.9% |
| All | +44.2% | -11.6% | +55.8% | +46.9% |
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