+195.8%
GGLL vs TXT
+38.9%
+156.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.2% | +1.6% |
| 7D | +6.3% | -3.5% | +9.9% | +7.8% |
| 30D | -35.1% | +15.2% | -50.3% | -40.5% |
| 3M | -37.7% | -4.5% | -33.2% | -36.9% |
| 6M | -54.1% | -6.1% | -48.0% | -53.7% |
| YTD | -29.4% | -2.0% | -27.5% | -31.1% |
| 1Y | -13.4% | +4.2% | -17.6% | -18.6% |
| 3Y | +158.3% | +14.4% | +143.9% | +120.0% |
| All | +195.8% | +38.9% | +156.9% | +118.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling