+164.0%
EWT vs GGLL
+188.6%
-24.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.7% |
| 7D | -11.7% | +3.1% | -14.8% | -12.2% |
| 30D | -23.2% | -36.3% | +13.1% | -17.3% |
| 3M | -12.5% | -40.4% | +27.9% | -5.0% |
| 6M | -5.9% | -54.6% | +48.7% | +6.3% |
| YTD | +40.5% | -31.1% | +71.6% | +45.1% |
| 1Y | +43.7% | -19.2% | +62.9% | +43.5% |
| 3Y | +136.6% | +151.5% | -14.9% | +80.3% |
| All | +164.0% | +188.6% | -24.6% | +91.3% |
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 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