+195.8%
GGLL vs TAP
-11.3%
+207.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.6% |
| 7D | +6.3% | -7.8% | +14.2% | +7.3% |
| 30D | -35.1% | +7.1% | -42.2% | -35.7% |
| 3M | -37.7% | -7.0% | -30.6% | -37.2% |
| 6M | -54.1% | -3.8% | -50.3% | -53.9% |
| YTD | -29.4% | -11.7% | -17.7% | -28.6% |
| 1Y | -13.4% | -10.1% | -3.3% | -12.7% |
| 3Y | +158.3% | -23.7% | +182.0% | +166.7% |
| All | +195.8% | -11.3% | +207.1% | +167.8% |
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