+171.7%
EQX vs GGLL
+226.0%
-54.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.4% |
| 7D | +1.7% | -3.9% | +5.6% | +2.4% |
| 30D | +11.1% | -15.4% | +26.5% | +14.0% |
| 3M | +23.1% | -21.9% | +45.0% | +27.0% |
| 6M | -21.8% | +4.5% | -26.3% | -23.8% |
| YTD | -8.1% | -2.4% | -5.7% | -10.1% |
| 1Y | +29.7% | +57.8% | -28.1% | +16.7% |
| All | +171.7% | +226.0% | -54.3% | +113.7% |
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