+119.4%
TD vs GGLL
+328.7%
-209.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -1.2% |
| 7D | +0.3% | -4.8% | +5.1% | +0.7% |
| 30D | +0.4% | -13.7% | +14.1% | +1.6% |
| 3M | +7.6% | -21.9% | +29.5% | +9.3% |
| 6M | +25.0% | +11.7% | +13.3% | +22.4% |
| YTD | +31.0% | +2.3% | +28.7% | +29.0% |
| 1Y | +65.2% | +76.2% | -11.0% | +54.7% |
| 3Y | +122.5% | +245.0% | -122.5% | +89.2% |
| All | +119.4% | +328.7% | -209.2% | +84.6% |
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