-33.7%
ETSY vs GGLL
+309.0%
-342.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.4% |
| 7D | -12.9% | -3.9% | -9.0% | -12.2% |
| 30D | -11.5% | -15.4% | +3.9% | -8.6% |
| 3M | +3.5% | -21.9% | +25.4% | +7.4% |
| 6M | +27.6% | +4.5% | +23.1% | +22.6% |
| YTD | +28.4% | -2.4% | +30.8% | +24.9% |
| 1Y | +27.1% | +57.8% | -30.7% | +9.8% |
| 3Y | +6.0% | +227.2% | -221.2% | -33.0% |
| All | -33.7% | +309.0% | -342.7% | -62.1% |
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 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