-32.2%
ETSY vs GGLL
+328.4%
-360.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.8% | -4.8% |
| 7D | -10.9% | +1.9% | -12.8% | -11.2% |
| 30D | -14.9% | -9.7% | -5.1% | -13.3% |
| 3M | +5.8% | -18.0% | +23.8% | +8.7% |
| 6M | +29.1% | +15.3% | +13.9% | +21.5% |
| YTD | +31.3% | +2.2% | +29.1% | +26.6% |
| 1Y | +25.1% | +73.1% | -48.0% | +5.9% |
| 3Y | +8.5% | +242.7% | -234.2% | -32.1% |
| All | -32.2% | +328.4% | -360.5% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling