+74.7%
EQIX vs GGLL
+328.4%
-253.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.3% | +1.9% | -0.5% | +1.1% |
| 30D | +0.3% | -9.7% | +10.1% | +1.3% |
| 3M | -1.6% | -18.0% | +16.5% | -0.1% |
| 6M | +12.2% | +15.3% | -3.1% | +7.9% |
| YTD | +38.0% | +2.2% | +35.8% | +34.4% |
| 1Y | +38.9% | +73.1% | -34.2% | +24.7% |
| 3Y | +43.8% | +242.7% | -198.9% | +9.4% |
| All | +74.7% | +328.4% | -253.6% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling