+328.4%
GGLL vs EFV
+138.5%
+189.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.8% |
| 7D | +1.9% | +1.0% | +0.9% | +0.6% |
| 30D | -9.7% | +0.2% | -9.9% | -9.9% |
| 3M | -18.0% | +9.6% | -27.6% | -27.4% |
| 6M | +15.3% | +14.0% | +1.2% | -1.8% |
| YTD | +2.2% | +18.5% | -16.3% | -17.4% |
| 1Y | +73.1% | +27.9% | +45.2% | +27.2% |
| 3Y | +242.7% | +92.4% | +150.3% | +52.7% |
| All | +328.4% | +138.5% | +189.8% | +41.6% |
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