+89.7%
EWT vs GGLL
+64.8%
+24.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.9% |
| 7D | +2.1% | -3.9% | +6.0% | +2.7% |
| 30D | +9.4% | -15.4% | +24.7% | +12.2% |
| 3M | +10.9% | -21.9% | +32.8% | +14.5% |
| 6M | +57.9% | +4.5% | +53.4% | +51.6% |
| YTD | +75.9% | -2.4% | +78.3% | +69.3% |
| 1Y | +89.7% | +57.8% | +31.9% | +63.3% |
| All | +89.7% | +64.8% | +24.9% | +63.3% |
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