+53.7%
TDG vs GGLL
+247.9%
-194.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -0.9% | +1.9% | -2.8% | -1.1% |
| 30D | -6.5% | -9.7% | +3.2% | -5.6% |
| 3M | -5.1% | -18.0% | +13.0% | -3.7% |
| 6M | -11.5% | +15.3% | -26.8% | -13.5% |
| YTD | -13.9% | +2.2% | -16.1% | -15.0% |
| 1Y | -11.5% | +73.1% | -84.5% | -17.6% |
| 3Y | +53.7% | +242.7% | -189.0% | +26.4% |
| All | +53.7% | +247.9% | -194.3% | +26.4% |
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