-12.5%
TDG vs GGLL
+60.5%
-72.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -2.7% | -5.8% | +3.1% | -2.1% |
| 30D | -9.3% | -7.2% | -2.1% | -8.7% |
| 3M | -7.1% | -17.5% | +10.5% | -5.8% |
| 6M | -11.2% | +5.1% | -16.2% | -11.6% |
| YTD | -15.3% | -1.3% | -13.9% | -15.3% |
| 1Y | -12.5% | +60.2% | -72.7% | -11.7% |
| All | -12.5% | +60.5% | -72.9% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling