+2.7%
EWZ vs GGLL
-17.3%
+20.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +1.3% | +5.1% | -3.8% | +0.8% |
| 30D | -26.2% | -35.5% | +9.3% | -23.3% |
| 3M | -8.6% | -39.2% | +30.5% | -4.6% |
| 6M | -17.0% | -54.4% | +37.3% | -10.8% |
| YTD | +2.2% | -29.8% | +32.0% | +1.5% |
| 1Y | +2.7% | -20.4% | +23.1% | +2.0% |
| All | +2.7% | -17.3% | +20.0% | +2.0% |
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