+71.8%
TDY vs GGLL
+217.5%
-145.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -0.9% |
| 7D | +9.4% | +11.5% | -2.1% | +8.3% |
| 30D | +5.9% | -31.2% | +37.2% | +9.3% |
| 3M | -5.7% | -28.7% | +23.0% | -3.2% |
| 6M | +2.4% | -47.2% | +49.6% | +7.8% |
| YTD | +26.8% | -24.3% | +51.0% | +27.3% |
| 1Y | +24.7% | -12.0% | +36.7% | +23.0% |
| 3Y | +69.2% | +169.6% | -100.5% | +40.2% |
| All | +71.8% | +217.5% | -145.7% | +37.0% |
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 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