+151.5%
GGLL vs TAP
-23.7%
+175.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +1.5% |
| 7D | +3.1% | +0.5% | +2.6% | +3.1% |
| 30D | -36.3% | +9.1% | -45.5% | -36.4% |
| 3M | -40.4% | -3.8% | -36.6% | -40.2% |
| 6M | -54.6% | -3.4% | -51.2% | -54.4% |
| YTD | -31.1% | -10.6% | -20.5% | -30.8% |
| 1Y | -19.2% | -4.4% | -14.8% | -19.2% |
| 3Y | +151.5% | -24.4% | +175.9% | +171.4% |
| All | +151.5% | -23.7% | +175.2% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling