+13.1%
EW vs GGLL
+194.0%
-181.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +9.3% | +5.1% | +4.2% | +8.7% |
| 30D | +22.1% | -35.5% | +57.5% | +27.3% |
| 3M | +13.0% | -39.2% | +52.2% | +18.5% |
| 6M | +30.1% | -54.4% | +84.4% | +40.3% |
| YTD | +22.0% | -29.8% | +51.9% | +23.7% |
| 1Y | +23.7% | -20.4% | +44.1% | +23.1% |
| 3Y | +62.0% | +149.7% | -87.7% | +30.8% |
| All | +13.1% | +194.0% | -181.0% | -12.8% |
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