+151.5%
GGLL vs EFV
+84.2%
+67.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +3.3% |
| 7D | +3.1% | -0.7% | +3.8% | +4.1% |
| 30D | -36.3% | +0.9% | -37.2% | -37.3% |
| 3M | -40.4% | -3.6% | -36.8% | -37.3% |
| 6M | -54.6% | +2.5% | -57.1% | -56.1% |
| YTD | -31.1% | +13.2% | -44.3% | -41.1% |
| 1Y | -19.2% | +20.3% | -39.5% | -36.1% |
| 3Y | +151.5% | +84.9% | +66.6% | +37.1% |
| All | +151.5% | +84.2% | +67.3% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling