+271.4%
EWY vs GGLL
+328.7%
-57.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +5.1% |
| 7D | +4.8% | -4.8% | +9.6% | +5.8% |
| 30D | +11.7% | -13.7% | +25.4% | +14.8% |
| 3M | -7.4% | -21.9% | +14.4% | -3.6% |
| 6M | +40.6% | +11.7% | +28.9% | +35.0% |
| YTD | +94.3% | +2.3% | +92.0% | +89.1% |
| 1Y | +164.3% | +76.2% | +88.1% | +130.6% |
| 3Y | +221.0% | +245.0% | -24.0% | +132.6% |
| All | +271.4% | +328.7% | -57.3% | +156.6% |
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 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