+92.7%
IEFA vs GGLL
+195.8%
-103.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.6% | +2.8% |
| 7D | +1.1% | +6.3% | -5.3% | +0.4% |
| 30D | +1.2% | -35.1% | +36.3% | +5.8% |
| 3M | -3.4% | -37.7% | +34.3% | +1.3% |
| 6M | +2.0% | -54.1% | +56.1% | +10.2% |
| YTD | +11.0% | -29.4% | +40.4% | +12.6% |
| 1Y | +15.2% | -13.4% | +28.6% | +13.7% |
| 3Y | +68.4% | +158.3% | -89.9% | +36.2% |
| All | +92.7% | +195.8% | -103.1% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling