+88.0%
IEMG vs GGLL
+247.9%
-160.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +2.8% | +1.9% | +0.9% | +2.5% |
| 30D | +4.6% | -9.7% | +14.4% | +5.9% |
| 3M | +5.5% | -18.0% | +23.5% | +7.5% |
| 6M | +19.7% | +15.3% | +4.4% | +15.7% |
| YTD | +25.5% | +2.2% | +23.3% | +22.9% |
| 1Y | +35.5% | +73.1% | -37.6% | +23.5% |
| 3Y | +88.0% | +242.7% | -154.7% | +49.9% |
| All | +88.0% | +247.9% | -160.0% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling