+275.2%
EWY vs GGLL
+309.0%
-33.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.4% |
| 7D | +6.7% | -3.9% | +10.6% | +7.5% |
| 30D | +17.0% | -15.4% | +32.3% | +20.7% |
| 3M | +3.7% | -21.9% | +25.6% | +7.7% |
| 6M | +42.5% | +4.5% | +38.0% | +38.6% |
| YTD | +96.2% | -2.4% | +98.6% | +92.8% |
| 1Y | +160.4% | +57.8% | +102.6% | +132.0% |
| 3Y | +231.7% | +227.2% | +4.5% | +142.9% |
| All | +275.2% | +309.0% | -33.9% | +161.6% |
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 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