+328.7%
GGLL vs TMF
-66.1%
+394.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -4.8% | -1.4% | -3.3% | -4.7% |
| 30D | -13.7% | -2.8% | -10.9% | -13.5% |
| 3M | -21.9% | -10.9% | -10.9% | -21.2% |
| 6M | +11.7% | -21.3% | +33.0% | +13.4% |
| YTD | +2.3% | -15.9% | +18.2% | +3.5% |
| 1Y | +76.2% | -15.7% | +91.9% | +78.1% |
| 3Y | +245.0% | -43.4% | +288.4% | +247.9% |
| All | +328.7% | -66.1% | +394.8% | +353.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling