+194.0%
GGLL vs EFV
+133.3%
+60.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 7D | +5.1% | +2.1% | +3.0% | +2.3% |
| 30D | -35.5% | +3.1% | -38.5% | -38.2% |
| 3M | -39.2% | -1.3% | -37.8% | -38.1% |
| 6M | -54.4% | +6.0% | -60.4% | -57.8% |
| YTD | -29.8% | +15.8% | -45.7% | -41.6% |
| 1Y | -20.4% | +21.1% | -41.5% | -37.4% |
| 3Y | +149.7% | +91.0% | +58.7% | +12.5% |
| All | +194.0% | +133.3% | +60.8% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling