+131.1%
EQX vs GGLL
+166.5%
-35.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | -10.5% | +7.7% | -18.2% | -11.7% |
| 30D | +0.2% | -30.2% | +30.4% | +5.7% |
| 3M | -7.9% | -31.3% | +23.3% | -2.8% |
| 6M | -28.6% | -52.1% | +23.5% | -20.4% |
| YTD | -26.3% | -25.9% | -0.4% | -25.1% |
| 1Y | -20.2% | -8.5% | -11.8% | -22.1% |
| 3Y | +131.1% | +165.5% | -34.5% | +81.0% |
| All | +131.1% | +166.5% | -35.4% | +81.0% |
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