-8.5%
GGLL vs EFV
+19.5%
-28.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.7% |
| 7D | +7.7% | +2.5% | +5.1% | +3.6% |
| 30D | -30.2% | +2.9% | -33.1% | -33.5% |
| 3M | -31.3% | -1.4% | -29.8% | -29.6% |
| 6M | -52.1% | +5.5% | -57.6% | -56.0% |
| YTD | -25.9% | +16.1% | -41.9% | -38.7% |
| 1Y | -8.5% | +20.3% | -28.7% | -25.8% |
| All | -8.5% | +19.5% | -28.0% | -25.8% |
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