-6.0%
ES vs GGLL
+184.7%
-190.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.5% | +2.1% |
| 7D | +5.9% | -1.3% | +7.2% | +5.9% |
| 30D | +10.2% | -36.3% | +46.5% | +10.6% |
| 3M | +0.4% | -42.7% | +43.1% | +0.9% |
| 6M | +6.9% | -53.1% | +59.9% | +7.6% |
| YTD | +10.5% | -32.1% | +42.6% | +10.4% |
| 1Y | +3.2% | -20.1% | +23.3% | +2.8% |
| 3Y | +49.0% | +151.7% | -102.7% | +36.9% |
| All | -6.0% | +184.7% | -190.7% | -15.4% |
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