+134.3%
ET vs GGLL
+195.8%
-61.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.8% |
| 7D | -4.4% | +6.3% | -10.8% | -4.8% |
| 30D | -4.8% | -35.1% | +30.3% | -2.7% |
| 3M | -3.4% | -37.7% | +34.2% | -1.2% |
| 6M | +2.2% | -54.1% | +56.3% | +6.4% |
| YTD | +24.2% | -29.4% | +53.6% | +24.4% |
| 1Y | +24.5% | -13.4% | +37.9% | +21.9% |
| 3Y | +83.6% | +158.3% | -74.7% | +55.4% |
| All | +134.3% | +195.8% | -61.5% | +97.9% |
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 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