+131.6%
TDG vs GGLL
+210.8%
-79.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.4% |
| 7D | +1.7% | +7.7% | -6.0% | +0.9% |
| 30D | +9.7% | -30.2% | +39.9% | +13.4% |
| 3M | -2.3% | -31.3% | +28.9% | +1.0% |
| 6M | +1.3% | -52.1% | +53.4% | +8.7% |
| YTD | -8.5% | -25.9% | +17.4% | -7.5% |
| 1Y | -8.1% | -8.5% | +0.3% | -9.7% |
| 3Y | +43.4% | +165.5% | -122.2% | +13.8% |
| All | +131.6% | +210.8% | -79.2% | +76.0% |
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