+20.0%
EXE vs GGLL
+245.5%
-225.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -1.0% |
| 7D | -0.3% | -4.8% | +4.5% | 0.0% |
| 30D | +8.5% | -13.7% | +22.1% | +9.3% |
| 3M | +5.5% | -21.9% | +27.3% | +6.6% |
| 6M | -5.9% | +11.7% | -17.6% | -7.6% |
| YTD | -9.7% | +2.3% | -12.0% | -10.9% |
| 1Y | +3.6% | +76.2% | -72.6% | -2.5% |
| All | +20.0% | +245.5% | -225.5% | +3.1% |
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