+125.8%
TD vs GGLL
+206.6%
-80.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | 0.0% |
| 7D | -3.1% | +2.9% | -6.0% | -3.3% |
| 30D | +6.7% | -33.1% | +39.8% | +9.8% |
| 3M | +3.1% | -31.2% | +34.3% | +5.7% |
| 6M | +17.6% | -49.4% | +67.0% | +23.1% |
| YTD | +34.8% | -26.8% | +61.6% | +35.7% |
| 1Y | +55.6% | -17.7% | +73.3% | +54.9% |
| 3Y | +133.1% | +160.4% | -27.3% | +101.8% |
| All | +125.8% | +206.6% | -80.9% | +94.2% |
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