+188.6%
GGLL vs TMF
-66.5%
+255.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +3.1% | +1.2% | +1.9% | +3.0% |
| 30D | -36.3% | +19.7% | -56.1% | -37.3% |
| 3M | -40.4% | -2.1% | -38.3% | -40.3% |
| 6M | -54.6% | -13.4% | -41.2% | -54.2% |
| YTD | -31.1% | -16.7% | -14.4% | -30.3% |
| 1Y | -19.2% | -23.3% | +4.2% | -17.8% |
| 3Y | +151.5% | -24.8% | +176.4% | +147.5% |
| All | +188.6% | -66.5% | +255.1% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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