+103.4%
ESI vs GGLL
+328.4%
-225.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +5.4% | +1.9% | +3.5% | +5.0% |
| 30D | -4.2% | -9.7% | +5.5% | -2.4% |
| 3M | -9.6% | -18.0% | +8.4% | -7.3% |
| 6M | +18.3% | +15.3% | +3.1% | +11.0% |
| YTD | +45.8% | +2.2% | +43.6% | +39.8% |
| 1Y | +39.2% | +73.1% | -33.9% | +17.3% |
| 3Y | +86.3% | +242.7% | -156.4% | +22.1% |
| All | +103.4% | +328.4% | -225.0% | +19.8% |
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