+96.2%
IEFA vs GGLL
+309.0%
-212.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.5% | -0.5% |
| 7D | -0.5% | -3.9% | +3.4% | 0.0% |
| 30D | -1.1% | -15.4% | +14.3% | +0.8% |
| 3M | +5.1% | -21.9% | +27.0% | +7.4% |
| 6M | +9.3% | +4.5% | +4.8% | +7.0% |
| YTD | +13.0% | -2.4% | +15.4% | +11.3% |
| 1Y | +19.2% | +57.8% | -38.6% | +9.9% |
| 3Y | +67.0% | +227.2% | -160.2% | +32.6% |
| All | +96.2% | +309.0% | -212.8% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 5y: compounded portfolio wealth divided by compounded GGLL 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…
5y analysis · Full analysis span regression · 6 months rolling