+151.5%
GGLL vs TW
+39.9%
+111.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +3.1% | +4.2% | -1.1% | +2.3% |
| 30D | -36.3% | +18.9% | -55.3% | -38.5% |
| 3M | -40.4% | +23.8% | -64.1% | -42.9% |
| 6M | -54.6% | +17.0% | -71.7% | -56.2% |
| YTD | -31.1% | +19.2% | -50.4% | -34.4% |
| 1Y | -19.2% | +20.1% | -39.3% | -23.3% |
| 3Y | +151.5% | +40.5% | +111.0% | +121.5% |
| All | +151.5% | +39.9% | +111.6% | +121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling