+83.0%
ESI vs GGLL
+163.0%
-80.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.3% | +3.3% |
| 7D | +1.8% | +2.9% | -1.1% | +1.4% |
| 30D | -6.6% | -33.1% | +26.5% | -0.9% |
| 3M | -9.4% | -31.2% | +21.8% | -4.7% |
| 6M | -24.1% | -49.4% | +25.2% | -16.7% |
| YTD | +37.1% | -26.8% | +64.0% | +38.1% |
| 1Y | +24.5% | -17.7% | +42.3% | +22.3% |
| All | +83.0% | +163.0% | -80.0% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling