+81.7%
ESI vs GGLL
+253.9%
-172.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.3% | +3.3% |
| 7D | +3.3% | -4.8% | +8.1% | +4.2% |
| 30D | -5.9% | -13.7% | +7.8% | -3.6% |
| 3M | -14.1% | -21.9% | +7.8% | -11.3% |
| 6M | +6.6% | +11.7% | -5.1% | +1.3% |
| YTD | +45.0% | +2.3% | +42.8% | +39.5% |
| 1Y | +41.5% | +76.2% | -34.7% | +21.5% |
| All | +81.7% | +253.9% | -172.2% | +27.7% |
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