+122.4%
TD vs GGLL
+188.6%
-66.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -1.7% | +3.1% | -4.8% | -1.9% |
| 30D | +8.2% | -36.3% | +44.6% | +11.8% |
| 3M | +1.7% | -40.4% | +42.1% | +5.5% |
| 6M | +14.2% | -54.6% | +68.9% | +20.7% |
| YTD | +32.8% | -31.1% | +63.9% | +34.3% |
| 1Y | +55.5% | -19.2% | +74.7% | +54.9% |
| 3Y | +129.6% | +151.5% | -21.9% | +99.1% |
| All | +122.4% | +188.6% | -66.3% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling