+244.6%
GGLL vs TMF
-42.2%
+286.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | -4.8% | -1.4% | -3.3% | -4.7% |
| 30D | -13.7% | -2.8% | -10.9% | -13.6% |
| 3M | -21.9% | -10.9% | -10.9% | -21.3% |
| 6M | +11.7% | -21.3% | +33.0% | +12.8% |
| YTD | +2.3% | -15.9% | +18.2% | +3.2% |
| 1Y | +76.2% | -15.7% | +91.9% | +77.6% |
| All | +244.6% | -42.2% | +286.8% | +224.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling