+29.5%
EOG vs GGLL
+154.9%
-125.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +1.5% |
| 7D | -11.1% | +3.1% | -14.2% | -11.1% |
| 30D | +2.7% | -36.3% | +39.0% | +2.8% |
| 3M | +8.8% | -40.4% | +49.1% | +8.9% |
| 6M | +10.8% | -54.6% | +65.4% | +11.5% |
| YTD | +44.6% | -31.1% | +75.7% | +43.4% |
| 1Y | +44.6% | -19.2% | +63.8% | +41.5% |
| 3Y | +29.5% | +151.5% | -122.0% | +13.7% |
| All | +29.5% | +154.9% | -125.4% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling