+210.8%
GGLL vs TMF
-69.6%
+280.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | +7.7% | -9.3% | +16.9% | +8.3% |
| 30D | -30.2% | +1.9% | -32.1% | -30.4% |
| 3M | -31.3% | -11.2% | -20.0% | -30.8% |
| 6M | -52.1% | -17.7% | -34.4% | -51.5% |
| YTD | -25.9% | -24.5% | -1.4% | -24.5% |
| 1Y | -8.5% | -29.4% | +21.0% | -6.4% |
| 3Y | +165.5% | -33.4% | +199.0% | +163.6% |
| All | +210.8% | -69.6% | +280.4% | +231.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling