-19.4%
ETSY vs GGLL
+194.0%
-213.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -3.7% | +5.1% | -8.8% | -4.6% |
| 30D | +12.8% | -35.5% | +48.2% | +21.2% |
| 3M | +7.6% | -39.2% | +46.7% | +16.6% |
| 6M | +34.4% | -54.4% | +88.7% | +52.3% |
| YTD | +56.0% | -29.8% | +85.9% | +59.5% |
| 1Y | +43.6% | -20.4% | +64.0% | +42.2% |
| 3Y | +36.8% | +149.7% | -113.0% | -10.8% |
| All | -19.4% | +194.0% | -213.5% | -51.7% |
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