-19.2%
GGLL vs TAP
-6.0%
-13.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +1.1% |
| 7D | +3.1% | +0.5% | +2.6% | +3.3% |
| 30D | -36.3% | +9.1% | -45.5% | -35.8% |
| 3M | -40.4% | -3.8% | -36.6% | -40.2% |
| 6M | -54.6% | -3.4% | -51.2% | -54.2% |
| YTD | -31.1% | -10.6% | -20.5% | -29.7% |
| 1Y | -19.2% | -4.4% | -14.8% | -13.4% |
| All | -19.2% | -6.0% | -13.2% | -13.4% |
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