+1.8%
ES vs GGLL
-11.0%
+12.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.8% |
| 7D | +2.7% | +7.7% | -5.0% | +2.9% |
| 30D | +7.6% | -30.2% | +37.8% | +7.0% |
| 3M | +0.5% | -31.3% | +31.8% | -0.1% |
| 6M | +7.6% | -52.1% | +59.7% | +7.5% |
| YTD | +10.2% | -25.9% | +36.1% | +9.0% |
| 1Y | +1.8% | -8.5% | +10.3% | +2.1% |
| All | +1.8% | -11.0% | +12.9% | +2.1% |
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