+11.0%
EW vs GGLL
+188.6%
-177.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | +11.0% | +3.1% | +7.9% | +10.6% |
| 30D | +19.1% | -36.3% | +55.4% | +24.4% |
| 3M | +14.4% | -40.4% | +54.7% | +20.1% |
| 6M | +22.8% | -54.6% | +77.4% | +32.4% |
| YTD | +19.8% | -31.1% | +50.9% | +21.8% |
| 1Y | +23.9% | -19.2% | +43.1% | +22.9% |
| 3Y | +52.2% | +151.5% | -99.3% | +22.5% |
| All | +11.0% | +188.6% | -177.6% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling