-16.2%
ETSY vs GGLL
+188.6%
-204.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.0% |
| 7D | +1.1% | +3.1% | -2.0% | +0.6% |
| 30D | +25.8% | -36.3% | +62.1% | +35.5% |
| 3M | +9.3% | -40.4% | +49.7% | +18.9% |
| 6M | +38.4% | -54.6% | +93.0% | +57.0% |
| YTD | +62.2% | -31.1% | +93.3% | +66.4% |
| 1Y | +58.3% | -19.2% | +77.5% | +56.0% |
| 3Y | +42.6% | +151.5% | -109.0% | -7.7% |
| All | -16.2% | +188.6% | -204.9% | -49.6% |
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