-12.2%
GGLL vs TAP
+4.4%
-16.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.0% | +3.5% | +6.7% |
| 7D | -23.1% | +9.9% | -33.0% | -22.6% |
| 30D | -32.9% | +18.1% | -51.0% | -32.3% |
| 3M | -44.9% | +3.2% | -48.1% | -44.6% |
| 6M | -49.5% | +8.4% | -58.0% | -48.6% |
| YTD | -28.9% | -4.4% | -24.5% | -27.5% |
| 1Y | -12.2% | +3.2% | -15.4% | -7.4% |
| All | -12.2% | +4.4% | -16.6% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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