+195.8%
GGLL vs EFV
+134.1%
+61.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | -1.1% |
| 7D | +6.3% | +1.7% | +4.6% | +4.0% |
| 30D | -35.1% | +3.4% | -38.5% | -38.1% |
| 3M | -37.7% | -1.7% | -36.0% | -36.2% |
| 6M | -54.1% | +6.4% | -60.5% | -57.7% |
| YTD | -29.4% | +16.3% | -45.7% | -41.6% |
| 1Y | -13.4% | +22.9% | -36.3% | -33.2% |
| 3Y | +158.3% | +92.8% | +65.5% | +15.0% |
| All | +195.8% | +134.1% | +61.7% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling