+50.3%
EW vs GGLL
+151.4%
-101.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +5.9% | +1.8% |
| 7D | +6.8% | -1.3% | +8.1% | +6.9% |
| 30D | +16.6% | -36.3% | +52.8% | +20.5% |
| 3M | +13.3% | -42.7% | +56.0% | +18.2% |
| 6M | +21.6% | -53.1% | +74.7% | +28.6% |
| YTD | +18.3% | -32.1% | +50.3% | +20.0% |
| 1Y | +21.7% | -20.1% | +41.8% | +21.3% |
| All | +50.3% | +151.4% | -101.2% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling