+328.7%
GGLL vs TENB
-8.5%
+337.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -4.8% | -9.1% | +4.3% | -2.2% |
| 30D | -13.7% | -4.9% | -8.8% | -13.1% |
| 3M | -21.9% | +16.9% | -38.8% | -26.7% |
| 6M | +11.7% | +68.0% | -56.3% | -9.0% |
| YTD | +2.3% | +45.6% | -43.3% | -13.1% |
| 1Y | +76.2% | +12.7% | +63.4% | +65.3% |
| 3Y | +245.0% | -24.4% | +269.4% | +270.4% |
| All | +328.7% | -8.5% | +337.1% | +348.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling