+148.1%
GGLL vs TMF
-25.2%
+173.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.0% | -4.5% |
| 7D | -1.3% | +2.7% | -4.0% | -1.3% |
| 30D | -36.3% | +19.3% | -55.6% | -36.7% |
| 3M | -42.7% | -3.7% | -39.0% | -42.5% |
| 6M | -53.1% | -11.3% | -41.8% | -52.8% |
| YTD | -32.1% | -16.6% | -15.5% | -31.7% |
| 1Y | -20.1% | -21.1% | +1.0% | -19.7% |
| All | +148.1% | -25.2% | +173.3% | +127.0% |
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