+164.3%
EWY vs GGLL
+80.0%
+84.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +5.2% |
| 7D | +4.8% | -4.8% | +9.6% | +6.1% |
| 30D | +11.7% | -13.7% | +25.4% | +15.7% |
| 3M | -7.4% | -21.9% | +14.4% | -1.5% |
| 6M | +40.6% | +11.7% | +28.9% | +30.4% |
| YTD | +94.3% | +2.3% | +92.0% | +81.9% |
| 1Y | +164.3% | +76.2% | +88.1% | +114.5% |
| All | +164.3% | +80.0% | +84.3% | +114.5% |
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