+18.1%
EW vs GGLL
-11.6%
+29.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.5% | -2.1% | +4.0% |
| 7D | +8.3% | -23.1% | +31.4% | +9.5% |
| 30D | +13.9% | -32.9% | +46.8% | +16.5% |
| 3M | +10.9% | -44.9% | +55.8% | +15.3% |
| 6M | +19.2% | -49.5% | +68.8% | +24.8% |
| YTD | +16.6% | -28.9% | +45.5% | +17.1% |
| 1Y | +18.1% | -12.2% | +30.3% | +17.9% |
| All | +18.1% | -11.6% | +29.7% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling