+113.2%
ETR vs GGLL
+188.6%
-75.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | +0.4% | +3.1% | -2.7% | +0.3% |
| 30D | +7.5% | -36.3% | +43.9% | +9.1% |
| 3M | +4.4% | -40.4% | +44.8% | +6.2% |
| 6M | -1.5% | -54.6% | +53.1% | +1.2% |
| YTD | +21.8% | -31.1% | +52.9% | +22.0% |
| 1Y | +18.4% | -19.2% | +37.6% | +17.4% |
| 3Y | +148.5% | +151.5% | -3.0% | +121.0% |
| All | +113.2% | +188.6% | -75.5% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling