+187.7%
EWT vs GGLL
+217.5%
-29.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.5% | -3.6% |
| 7D | +13.2% | +11.5% | +1.7% | +11.0% |
| 30D | -14.3% | -31.2% | +16.9% | -9.0% |
| 3M | -8.4% | -28.7% | +20.2% | -3.6% |
| 6M | +3.7% | -47.2% | +50.9% | +14.0% |
| YTD | +53.1% | -24.3% | +77.3% | +55.4% |
| 1Y | +55.5% | -12.0% | +67.5% | +53.0% |
| 3Y | +155.6% | +169.6% | -14.0% | +92.4% |
| All | +187.7% | +217.5% | -29.7% | +104.9% |
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