+13.8%
EW vs GGLL
+195.8%
-182.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +2.2% |
| 7D | +12.3% | +6.3% | +5.9% | +11.5% |
| 30D | +22.9% | -35.1% | +58.0% | +28.1% |
| 3M | +16.7% | -37.7% | +54.4% | +22.0% |
| 6M | +31.0% | -54.1% | +85.1% | +41.1% |
| YTD | +22.8% | -29.4% | +52.3% | +24.5% |
| 1Y | +25.6% | -13.4% | +39.0% | +23.6% |
| 3Y | +62.0% | +158.3% | -96.4% | +30.0% |
| All | +13.8% | +195.8% | -182.0% | -12.2% |
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