+75.0%
EQIX vs GGLL
+309.0%
-234.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.6% |
| 7D | +2.3% | -3.9% | +6.2% | +2.7% |
| 30D | +0.4% | -15.4% | +15.8% | +2.1% |
| 3M | -1.1% | -21.9% | +20.8% | +0.8% |
| 6M | +11.5% | +4.5% | +7.0% | +8.4% |
| YTD | +38.2% | -2.4% | +40.6% | +35.3% |
| 1Y | +36.7% | +57.8% | -21.1% | +24.1% |
| 3Y | +44.1% | +227.2% | -183.1% | +10.1% |
| All | +75.0% | +309.0% | -234.0% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling