+261.6%
EQX vs GGLL
+328.4%
-66.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | +3.8% | +1.9% | +1.9% | +3.4% |
| 30D | +9.4% | -9.7% | +19.1% | +11.4% |
| 3M | +16.8% | -18.0% | +34.9% | +20.0% |
| 6M | -23.7% | +15.3% | -38.9% | -27.3% |
| YTD | -9.6% | +2.2% | -11.8% | -12.6% |
| 1Y | +29.1% | +73.1% | -44.0% | +11.5% |
| 3Y | +175.3% | +242.7% | -67.4% | +92.0% |
| All | +261.6% | +328.4% | -66.8% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling