+76.2%
GGLL vs EFV
+30.7%
+45.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.1% |
| 7D | -4.8% | +1.5% | -6.3% | -7.1% |
| 30D | -13.7% | +1.7% | -15.4% | -16.2% |
| 3M | -21.9% | +8.6% | -30.5% | -32.0% |
| 6M | +11.7% | +11.7% | 0.0% | -7.9% |
| YTD | +2.3% | +19.3% | -17.0% | -23.9% |
| 1Y | +76.2% | +30.2% | +46.0% | +10.4% |
| All | +76.2% | +30.7% | +45.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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