+57.9%
TDY vs GGLL
+309.0%
-251.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -1.2% |
| 7D | -1.8% | -3.9% | +2.1% | -1.4% |
| 30D | -13.8% | -15.4% | +1.6% | -12.3% |
| 3M | -3.9% | -21.9% | +18.0% | -2.0% |
| 6M | -9.0% | +4.5% | -13.5% | -10.7% |
| YTD | +16.5% | -2.4% | +19.0% | +15.0% |
| 1Y | +9.3% | +57.8% | -48.5% | +2.1% |
| 3Y | +45.1% | +227.2% | -182.1% | +19.1% |
| All | +57.9% | +309.0% | -251.1% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling