+96.6%
IEMG vs GGLL
+328.7%
-232.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.0% |
| 7D | +2.2% | -4.8% | +7.0% | +2.9% |
| 30D | +4.6% | -13.7% | +18.3% | +6.6% |
| 3M | +0.4% | -21.9% | +22.2% | +3.0% |
| 6M | +16.4% | +11.7% | +4.7% | +12.8% |
| YTD | +25.4% | +2.3% | +23.2% | +22.8% |
| 1Y | +38.3% | +76.2% | -37.9% | +25.2% |
| 3Y | +84.1% | +245.0% | -160.9% | +45.3% |
| All | +96.6% | +328.7% | -232.0% | +49.7% |
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