+267.6%
EQX vs GGLL
+309.0%
-41.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.5% |
| 7D | +1.7% | -3.9% | +5.6% | +2.5% |
| 30D | +11.1% | -15.4% | +26.5% | +14.5% |
| 3M | +23.1% | -21.9% | +45.0% | +27.5% |
| 6M | -21.8% | +4.5% | -26.3% | -24.2% |
| YTD | -8.1% | -2.4% | -5.7% | -10.4% |
| 1Y | +29.7% | +57.8% | -28.1% | +14.0% |
| 3Y | +179.9% | +227.2% | -47.3% | +96.9% |
| All | +267.6% | +309.0% | -41.4% | +135.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling