+4.3%
EWZ vs GGLL
-19.4%
+23.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -1.5% | +3.1% | -4.6% | -1.8% |
| 30D | -24.5% | -36.3% | +11.8% | -21.5% |
| 3M | -10.7% | -40.4% | +29.7% | -6.6% |
| 6M | -19.1% | -54.6% | +35.5% | -13.0% |
| YTD | +1.6% | -31.1% | +32.8% | +1.3% |
| 1Y | +4.3% | -19.2% | +23.5% | +3.7% |
| All | +4.3% | -19.4% | +23.7% | +3.7% |
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