+69.9%
EQIX vs GGLL
+188.6%
-118.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.4% |
| 7D | -0.1% | +3.1% | -3.2% | -0.4% |
| 30D | -1.8% | -36.3% | +34.5% | +2.1% |
| 3M | -3.4% | -40.4% | +37.0% | +1.1% |
| 6M | -6.0% | -54.6% | +48.6% | +0.7% |
| YTD | +34.2% | -31.1% | +65.3% | +35.1% |
| 1Y | +26.2% | -19.2% | +45.4% | +23.8% |
| 3Y | +41.7% | +151.5% | -109.9% | +9.6% |
| All | +69.9% | +188.6% | -118.7% | +22.1% |
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 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