+138.5%
ET vs GGLL
+194.0%
-55.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | -1.9% | +5.1% | -7.0% | -2.2% |
| 30D | -3.1% | -35.5% | +32.4% | -0.9% |
| 3M | -3.9% | -39.2% | +35.2% | -1.5% |
| 6M | +4.0% | -54.4% | +58.4% | +8.3% |
| YTD | +26.4% | -29.8% | +56.3% | +26.6% |
| 1Y | +24.9% | -20.4% | +45.3% | +23.3% |
| 3Y | +85.2% | +149.7% | -64.6% | +57.3% |
| All | +138.5% | +194.0% | -55.6% | +101.5% |
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