+114.2%
TDG vs GGLL
+309.0%
-194.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.2% |
| 7D | -2.4% | -3.9% | +1.5% | -2.0% |
| 30D | -8.0% | -15.4% | +7.4% | -6.2% |
| 3M | -10.5% | -21.9% | +11.4% | -8.4% |
| 6M | -11.9% | +4.5% | -16.4% | -13.4% |
| YTD | -15.4% | -2.4% | -12.9% | -16.3% |
| 1Y | -14.2% | +57.8% | -72.0% | -20.7% |
| 3Y | +51.0% | +227.2% | -176.2% | +18.4% |
| All | +114.2% | +309.0% | -194.8% | +59.2% |
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