+9.2%
EQX vs GGLL
-11.6%
+20.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +6.5% | +6.3% | +11.6% |
| 7D | +7.6% | -23.1% | +30.7% | +11.7% |
| 30D | +0.4% | -32.9% | +33.3% | +6.6% |
| 3M | +18.0% | -44.9% | +62.9% | +28.6% |
| 6M | -18.4% | -49.5% | +31.2% | -9.2% |
| YTD | -19.3% | -28.9% | +9.6% | -20.9% |
| 1Y | +9.2% | -12.2% | +21.4% | +4.5% |
| All | +9.2% | -11.6% | +20.8% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling