+206.6%
GGLL vs TXT
+39.7%
+166.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | +2.9% | -0.8% | +3.7% | +3.2% |
| 30D | -33.1% | +13.4% | -46.5% | -38.1% |
| 3M | -31.2% | -2.5% | -28.6% | -31.0% |
| 6M | -49.4% | -6.2% | -43.2% | -48.8% |
| YTD | -26.8% | -1.3% | -25.5% | -28.8% |
| 1Y | -17.7% | +4.3% | -22.0% | -22.6% |
| 3Y | +160.4% | +13.2% | +147.2% | +123.3% |
| All | +206.6% | +39.7% | +166.9% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling