+188.6%
GGLL vs TXT
+35.8%
+152.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.2% |
| 7D | +3.1% | -2.5% | +5.6% | +4.1% |
| 30D | -36.3% | +14.4% | -50.7% | -41.6% |
| 3M | -40.4% | -4.9% | -35.4% | -39.6% |
| 6M | -54.6% | -10.2% | -44.4% | -53.2% |
| YTD | -31.1% | -4.1% | -27.0% | -32.2% |
| 1Y | -19.2% | +4.0% | -23.2% | -24.3% |
| 3Y | +151.5% | +8.0% | +143.6% | +120.7% |
| All | +188.6% | +35.8% | +152.8% | +115.4% |
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