+230.0%
EWT vs GGLL
+328.4%
-98.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +1.6% | +1.9% | -0.2% | +1.3% |
| 30D | +8.2% | -9.7% | +17.9% | +10.0% |
| 3M | +11.1% | -18.0% | +29.1% | +13.8% |
| 6M | +60.4% | +15.3% | +45.2% | +52.9% |
| YTD | +75.6% | +2.2% | +73.4% | +70.4% |
| 1Y | +91.3% | +73.1% | +18.2% | +66.8% |
| 3Y | +200.3% | +242.7% | -42.4% | +117.7% |
| All | +230.0% | +328.4% | -98.4% | +124.6% |
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