+195.8%
GGLL vs TENB
+16.7%
+179.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +1.5% |
| 7D | +6.3% | -8.0% | +14.3% | +8.6% |
| 30D | -35.1% | +5.0% | -40.1% | -36.9% |
| 3M | -37.7% | +20.0% | -57.7% | -42.5% |
| 6M | -54.1% | +100.0% | -154.1% | -64.8% |
| YTD | -29.4% | +85.6% | -115.0% | -45.3% |
| 1Y | -13.4% | +57.8% | -71.2% | -28.3% |
| 3Y | +158.3% | +17.6% | +140.7% | +138.1% |
| All | +195.8% | +16.7% | +179.1% | +182.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling