+40.1%
EWZ vs GGLL
+195.8%
-155.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.7% |
| 7D | +1.4% | +6.3% | -4.9% | +0.7% |
| 30D | -25.1% | -35.1% | +10.0% | -22.0% |
| 3M | -7.7% | -37.7% | +29.9% | -3.6% |
| 6M | -15.8% | -54.1% | +38.3% | -9.7% |
| YTD | +3.6% | -29.4% | +33.0% | +5.1% |
| 1Y | +5.5% | -13.4% | +18.9% | +4.4% |
| 3Y | +22.1% | +158.3% | -136.2% | +6.0% |
| All | +40.1% | +195.8% | -155.7% | +35.3% |
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