+231.9%
EWT vs GGLL
+328.7%
-96.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.3% |
| 7D | +4.0% | -4.8% | +8.7% | +4.8% |
| 30D | +10.3% | -13.7% | +24.0% | +13.0% |
| 3M | +6.1% | -21.9% | +27.9% | +9.7% |
| 6M | +56.6% | +11.7% | +45.0% | +50.1% |
| YTD | +76.6% | +2.3% | +74.3% | +71.4% |
| 1Y | +97.9% | +76.2% | +21.7% | +72.0% |
| 3Y | +198.0% | +245.0% | -47.0% | +115.8% |
| All | +231.9% | +328.7% | -96.8% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling