+22.7%
ET vs GGLL
-16.8%
+39.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +1.0% |
| 7D | -4.4% | +6.3% | -10.8% | -4.2% |
| 30D | -4.8% | -35.1% | +30.3% | -6.1% |
| 3M | -3.4% | -37.7% | +34.2% | -4.8% |
| 6M | +2.2% | -54.1% | +56.3% | +0.1% |
| YTD | +24.2% | -29.4% | +53.6% | +24.5% |
| All | +22.7% | -16.8% | +39.5% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling