+328.4%
GGLL vs TENB
-9.9%
+338.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +1.9% | -5.0% | +6.9% | +3.4% |
| 30D | -9.7% | -7.4% | -2.4% | -8.4% |
| 3M | -18.0% | +22.3% | -40.3% | -24.2% |
| 6M | +15.3% | +60.2% | -44.9% | -4.5% |
| YTD | +2.2% | +43.2% | -41.0% | -12.8% |
| 1Y | +73.1% | +8.2% | +64.9% | +64.9% |
| 3Y | +242.7% | -23.8% | +266.5% | +266.9% |
| All | +328.4% | -9.9% | +338.3% | +349.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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