+125.7%
TD vs GGLL
+195.8%
-70.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +1.3% |
| 7D | -0.6% | +6.3% | -7.0% | -1.1% |
| 30D | +7.9% | -35.1% | +43.0% | +11.3% |
| 3M | +3.1% | -37.7% | +40.8% | +6.6% |
| 6M | +17.2% | -54.1% | +71.3% | +23.7% |
| YTD | +34.7% | -29.4% | +64.2% | +36.1% |
| 1Y | +56.9% | -13.4% | +70.3% | +55.4% |
| 3Y | +134.7% | +158.3% | -23.6% | +103.1% |
| All | +125.7% | +195.8% | -70.1% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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