+188.6%
GGLL vs TW
+93.9%
+94.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +3.1% | +4.2% | -1.1% | +1.9% |
| 30D | -36.3% | +18.9% | -55.3% | -39.6% |
| 3M | -40.4% | +23.8% | -64.1% | -44.1% |
| 6M | -54.6% | +17.0% | -71.7% | -56.9% |
| YTD | -31.1% | +19.2% | -50.4% | -35.9% |
| 1Y | -19.2% | +20.1% | -39.3% | -25.1% |
| 3Y | +151.5% | +40.5% | +111.0% | +106.5% |
| All | +188.6% | +93.9% | +94.7% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling