-28.7%
ETSY vs GGLL
+328.7%
-357.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.4% | -6.3% |
| 7D | -8.5% | -4.8% | -3.7% | -7.6% |
| 30D | -10.9% | -13.7% | +2.8% | -8.4% |
| 3M | +14.1% | -21.9% | +36.0% | +18.4% |
| 6M | +37.5% | +11.7% | +25.8% | +30.3% |
| YTD | +38.0% | +2.3% | +35.7% | +33.0% |
| 1Y | +46.5% | +76.2% | -29.6% | +23.5% |
| 3Y | +2.5% | +245.0% | -242.5% | -36.0% |
| All | -28.7% | +328.7% | -357.4% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling