+35.0%
EQT vs GGLL
+226.0%
-191.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.5% |
| 7D | -2.0% | -3.9% | +1.9% | -1.7% |
| 30D | +1.0% | -15.4% | +16.4% | +2.3% |
| 3M | +4.0% | -21.9% | +25.9% | +5.5% |
| 6M | -11.7% | +4.5% | -16.2% | -13.5% |
| YTD | +2.8% | -2.4% | +5.2% | +1.1% |
| 1Y | +10.0% | +57.8% | -47.8% | +1.7% |
| All | +35.0% | +226.0% | -191.0% | +13.2% |
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