+76.8%
EQIX vs GGLL
+210.8%
-133.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | +4.1% | +7.7% | -3.6% | +3.3% |
| 30D | +5.8% | -30.2% | +36.0% | +9.1% |
| 3M | -1.4% | -31.3% | +29.9% | +1.7% |
| 6M | -1.2% | -52.1% | +50.9% | +5.4% |
| YTD | +39.6% | -25.9% | +65.5% | +39.6% |
| 1Y | +36.8% | -8.5% | +45.3% | +32.3% |
| 3Y | +47.3% | +165.5% | -118.3% | +13.5% |
| All | +76.8% | +210.8% | -133.9% | +26.1% |
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