+195.8%
GGLL vs TW
+94.7%
+101.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +6.3% | +3.4% | +2.9% | +5.3% |
| 30D | -35.1% | +15.5% | -50.6% | -37.8% |
| 3M | -37.7% | +25.1% | -62.8% | -41.8% |
| 6M | -54.1% | +18.2% | -72.3% | -56.6% |
| YTD | -29.4% | +19.7% | -49.1% | -34.3% |
| 1Y | -13.4% | +18.1% | -31.5% | -19.1% |
| 3Y | +158.3% | +40.5% | +117.8% | +112.3% |
| All | +195.8% | +94.7% | +101.1% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling