+34.3%
IEMG vs GGLL
+64.8%
-30.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.1% |
| 7D | +1.6% | -3.9% | +5.5% | +2.2% |
| 30D | +4.6% | -15.4% | +20.0% | +7.1% |
| 3M | +4.8% | -21.9% | +26.7% | +8.1% |
| 6M | +16.8% | +4.5% | +12.3% | +12.6% |
| YTD | +24.8% | -2.4% | +27.3% | +20.8% |
| 1Y | +34.3% | +57.8% | -23.5% | +18.4% |
| All | +34.3% | +64.8% | -30.5% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling