+44.7%
EWZ vs GGLL
+245.5%
-200.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +6.5% | -4.8% | +11.3% | +7.1% |
| 30D | +4.8% | -13.7% | +18.5% | +6.6% |
| 3M | +9.9% | -21.9% | +31.7% | +12.4% |
| 6M | +1.9% | +11.7% | -9.7% | -1.3% |
| YTD | +20.3% | +2.3% | +18.0% | +17.5% |
| 1Y | +35.6% | +76.2% | -40.6% | +22.7% |
| All | +44.7% | +245.5% | -200.8% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling