+217.5%
GGLL vs TAP
-12.0%
+229.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.9% | +3.6% |
| 7D | +11.5% | -6.3% | +17.8% | +12.3% |
| 30D | -31.2% | +2.7% | -33.9% | -31.5% |
| 3M | -28.7% | -3.7% | -24.9% | -28.4% |
| 6M | -47.2% | -2.0% | -45.2% | -47.1% |
| YTD | -24.3% | -12.3% | -11.9% | -23.3% |
| 1Y | -12.0% | -10.1% | -1.9% | -11.4% |
| 3Y | +169.6% | -25.3% | +194.9% | +180.1% |
| All | +217.5% | -12.0% | +229.4% | +187.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling