+148.1%
GGLL vs TXT
+10.0%
+138.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.8% | -3.9% |
| 7D | -1.3% | -2.5% | +1.3% | -0.5% |
| 30D | -36.3% | +12.8% | -49.1% | -40.3% |
| 3M | -42.7% | -3.6% | -39.1% | -41.8% |
| 6M | -53.1% | -6.9% | -46.1% | -52.0% |
| YTD | -32.1% | -2.2% | -29.9% | -33.2% |
| 1Y | -20.1% | +6.3% | -26.3% | -25.4% |
| All | +148.1% | +10.0% | +138.1% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling