+130.4%
TD vs GGLL
+166.5%
-36.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | +1.1% | +7.7% | -6.6% | +0.6% |
| 30D | +5.2% | -30.2% | +35.4% | +7.4% |
| 3M | +1.2% | -31.3% | +32.5% | +3.4% |
| 6M | +17.7% | -52.1% | +69.8% | +22.8% |
| YTD | +34.2% | -25.9% | +60.1% | +34.8% |
| 1Y | +55.4% | -8.5% | +63.9% | +53.9% |
| 3Y | +130.4% | +165.5% | -35.1% | +120.1% |
| All | +130.4% | +166.5% | -36.1% | +120.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling