+76.9%
EQIX vs GGLL
+195.8%
-118.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.9% |
| 7D | +6.1% | +6.3% | -0.2% | +5.5% |
| 30D | +2.8% | -35.1% | +37.9% | +6.7% |
| 3M | +1.6% | -37.7% | +39.3% | +5.8% |
| 6M | -0.7% | -54.1% | +53.4% | +6.4% |
| YTD | +39.7% | -29.4% | +69.2% | +40.4% |
| 1Y | +30.6% | -13.4% | +44.0% | +27.0% |
| 3Y | +48.4% | +158.3% | -109.9% | +14.5% |
| All | +76.9% | +195.8% | -118.9% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling