+16.5%
EW vs GGLL
+210.8%
-194.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | +4.9% | +7.7% | -2.8% | +4.1% |
| 30D | +23.9% | -30.2% | +54.2% | +28.2% |
| 3M | +15.8% | -31.3% | +47.0% | +19.7% |
| 6M | +31.7% | -52.1% | +83.7% | +41.3% |
| YTD | +25.7% | -25.9% | +51.5% | +26.7% |
| 1Y | +24.4% | -8.5% | +32.9% | +21.8% |
| 3Y | +65.9% | +165.5% | -99.7% | +33.0% |
| All | +16.5% | +210.8% | -194.3% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling