+55.2%
EWT vs GGLL
-11.6%
+66.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.5% | -7.7% | -2.2% |
| 7D | -10.9% | -23.1% | +12.2% | -7.7% |
| 30D | -17.7% | -32.9% | +15.2% | -12.9% |
| 3M | -5.0% | -44.9% | +39.9% | +3.6% |
| 6M | +7.4% | -49.5% | +56.9% | +18.2% |
| YTD | +52.8% | -28.9% | +81.7% | +52.9% |
| 1Y | +55.2% | -12.2% | +67.4% | +52.5% |
| All | +55.2% | -11.6% | +66.8% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling