+328.4%
GGLL vs TW
+56.4%
+272.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.8% |
| 7D | +1.9% | -3.5% | +5.3% | +2.9% |
| 30D | -9.7% | +0.5% | -10.2% | -9.9% |
| 3M | -18.0% | +4.9% | -23.0% | -19.5% |
| 6M | +15.3% | -17.1% | +32.4% | +21.3% |
| YTD | +2.2% | -3.9% | +6.1% | +1.6% |
| 1Y | +73.1% | -13.3% | +86.3% | +78.8% |
| 3Y | +242.7% | +20.9% | +221.8% | +189.9% |
| All | +328.4% | +56.4% | +272.0% | +197.9% |
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