+9.5%
TDY vs GGLL
+60.5%
-51.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -1.9% | -5.8% | +3.9% | -1.3% |
| 30D | -12.5% | -7.2% | -5.3% | -11.9% |
| 3M | -0.8% | -17.5% | +16.7% | +0.6% |
| 6M | -9.0% | +5.1% | -14.0% | -11.6% |
| YTD | +16.8% | -1.3% | +18.1% | +13.6% |
| 1Y | +9.5% | +60.2% | -50.7% | +3.7% |
| All | +9.5% | +60.5% | -51.0% | +3.7% |
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