+8.5%
ETSY vs GGLL
+247.9%
-239.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.8% | -4.8% |
| 7D | -10.9% | +1.9% | -12.8% | -11.1% |
| 30D | -14.9% | -9.7% | -5.1% | -13.8% |
| 3M | +5.8% | -18.0% | +23.8% | +7.8% |
| 6M | +29.1% | +15.3% | +13.9% | +24.0% |
| YTD | +31.3% | +2.2% | +29.1% | +28.2% |
| 1Y | +25.1% | +73.1% | -48.0% | +12.5% |
| 3Y | +8.5% | +242.7% | -234.2% | -18.9% |
| All | +8.5% | +247.9% | -239.5% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling