+62.0%
TDY vs GGLL
+328.7%
-266.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | -1.8% | -4.8% | +3.0% | -1.3% |
| 30D | -10.7% | -13.7% | +3.0% | -9.4% |
| 3M | -1.3% | -21.9% | +20.6% | +0.7% |
| 6M | -10.6% | +11.7% | -22.2% | -12.8% |
| YTD | +19.6% | +2.3% | +17.3% | +17.4% |
| 1Y | +11.6% | +76.2% | -64.5% | +3.1% |
| 3Y | +45.2% | +245.0% | -199.8% | +18.5% |
| All | +62.0% | +328.7% | -266.7% | +26.3% |
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