-12.2%
GGLL vs TW
+20.8%
-33.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.5% | +6.5% |
| 7D | -23.1% | +6.0% | -29.1% | -23.2% |
| 30D | -32.9% | +18.6% | -51.5% | -33.3% |
| 3M | -44.9% | +26.5% | -71.4% | -45.3% |
| 6M | -49.5% | +13.1% | -62.6% | -50.8% |
| YTD | -28.9% | +18.5% | -47.4% | -30.3% |
| 1Y | -12.2% | +21.7% | -33.9% | -11.7% |
| All | -12.2% | +20.8% | -33.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling