+85.8%
ESI vs GGLL
+210.8%
-125.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +5.5% | +7.7% | -2.2% | +4.0% |
| 30D | -7.8% | -30.2% | +22.5% | -1.9% |
| 3M | -15.0% | -31.3% | +16.3% | -9.8% |
| 6M | -24.9% | -52.1% | +27.2% | -15.2% |
| YTD | +33.2% | -25.9% | +59.1% | +34.3% |
| 1Y | +24.9% | -8.5% | +33.4% | +19.7% |
| 3Y | +77.8% | +165.5% | -87.8% | +20.7% |
| All | +85.8% | +210.8% | -125.0% | +15.1% |
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