+46.2%
EOG vs GGLL
+328.7%
-282.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.5% |
| 7D | +1.3% | -4.8% | +6.1% | +1.4% |
| 30D | +8.2% | -13.7% | +21.9% | +8.7% |
| 3M | +3.8% | -21.9% | +25.7% | +4.6% |
| 6M | +15.3% | +11.7% | +3.7% | +13.4% |
| YTD | +41.7% | +2.3% | +39.4% | +39.9% |
| 1Y | +23.6% | +76.2% | -52.6% | +15.7% |
| 3Y | +23.3% | +245.0% | -221.7% | +3.3% |
| All | +46.2% | +328.7% | -282.5% | +26.0% |
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