+76.2%
GGLL vs TXT
-1.0%
+77.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -4.8% | -4.8% | 0.0% | -3.2% |
| 30D | -13.7% | -10.6% | -3.1% | -10.6% |
| 3M | -21.9% | -13.2% | -8.7% | -19.0% |
| 6M | +11.7% | -20.3% | +32.0% | +16.3% |
| YTD | +2.3% | -9.3% | +11.5% | +3.4% |
| 1Y | +76.2% | -2.7% | +78.9% | +76.7% |
| All | +76.2% | -1.0% | +77.2% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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