+76.2%
GGLL vs TAP
-14.5%
+90.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | -4.8% | -2.3% | -2.5% | -5.0% |
| 30D | -13.7% | -2.1% | -11.5% | -13.8% |
| 3M | -21.9% | +6.6% | -28.5% | -20.5% |
| 6M | +11.7% | -11.5% | +23.2% | +9.1% |
| YTD | +2.3% | -10.3% | +12.5% | +2.1% |
| 1Y | +76.2% | -14.4% | +90.6% | +77.5% |
| All | +76.2% | -14.5% | +90.7% | +77.5% |
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