+268.6%
GE vs GGLL
+154.9%
+113.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.5% |
| 7D | +7.1% | +3.1% | +4.0% | +6.7% |
| 30D | +6.5% | -36.3% | +42.8% | +12.8% |
| 3M | -13.6% | -40.4% | +26.8% | -7.7% |
| 6M | +6.0% | -54.6% | +60.6% | +17.3% |
| YTD | +5.4% | -31.1% | +36.5% | +7.7% |
| 1Y | +6.5% | -19.2% | +25.6% | +5.7% |
| 3Y | +268.6% | +151.5% | +117.1% | +202.0% |
| All | +268.6% | +154.9% | +113.6% | +202.0% |
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