+50.6%
EWT vs GGLL
-17.3%
+67.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -3.7% | +5.1% | -8.8% | -4.3% |
| 30D | -17.2% | -35.5% | +18.3% | -11.7% |
| 3M | -7.3% | -39.2% | +31.8% | -0.5% |
| 6M | -1.5% | -54.4% | +52.9% | +10.8% |
| YTD | +49.0% | -29.8% | +78.9% | +49.3% |
| 1Y | +50.6% | -20.4% | +71.0% | +50.1% |
| All | +50.6% | -17.3% | +67.9% | +50.1% |
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