+3.4%
EWZ vs GGLL
-16.9%
+20.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.1% |
| 7D | -4.2% | -1.3% | -2.9% | -4.1% |
| 30D | -26.1% | -36.3% | +10.1% | -23.2% |
| 3M | -12.0% | -42.7% | +30.6% | -7.7% |
| 6M | -19.3% | -53.1% | +33.8% | -13.6% |
| YTD | +0.9% | -32.1% | +33.0% | +0.8% |
| 1Y | +3.4% | -20.1% | +23.5% | +2.6% |
| All | +3.4% | -16.9% | +20.3% | +2.6% |
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 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