+42.3%
EQIX vs GGLL
+253.9%
-211.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.3% |
| 7D | -0.8% | -4.8% | +4.0% | -0.5% |
| 30D | -1.4% | -13.7% | +12.2% | -0.4% |
| 3M | -4.4% | -21.9% | +17.4% | -2.9% |
| 6M | +7.9% | +11.7% | -3.7% | +5.0% |
| YTD | +37.3% | +2.3% | +35.0% | +34.5% |
| 1Y | +37.8% | +76.2% | -38.4% | +26.4% |
| All | +42.3% | +253.9% | -211.6% | +16.7% |
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