+180.8%
EWY vs GGLL
+210.8%
-30.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | +4.2% | +7.7% | -3.5% | +2.6% |
| 30D | -10.7% | -30.2% | +19.5% | -4.6% |
| 3M | -20.1% | -31.3% | +11.2% | -14.6% |
| 6M | -24.3% | -52.1% | +27.8% | -13.6% |
| YTD | +46.9% | -25.9% | +72.7% | +51.2% |
| 1Y | +55.2% | -8.5% | +63.6% | +52.8% |
| 3Y | +157.0% | +165.5% | -8.6% | +95.3% |
| All | +180.8% | +210.8% | -30.0% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling