+85.1%
ESI vs GGLL
+195.8%
-110.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.7% |
| 7D | -3.5% | +6.3% | -9.8% | -4.6% |
| 30D | -9.3% | -35.1% | +25.8% | -2.1% |
| 3M | -12.8% | -37.7% | +24.9% | -5.7% |
| 6M | -24.6% | -54.1% | +29.5% | -14.3% |
| YTD | +32.7% | -29.4% | +62.2% | +35.1% |
| 1Y | +20.3% | -13.4% | +33.7% | +16.4% |
| 3Y | +80.2% | +158.3% | -78.1% | +22.7% |
| All | +85.1% | +195.8% | -110.7% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling