+148.6%
TE vs GGLL
+80.0%
+68.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.8% |
| 7D | -4.0% | -4.8% | +0.8% | -2.9% |
| 30D | -15.9% | -13.7% | -2.2% | -13.3% |
| 3M | -60.5% | -21.9% | -38.7% | -58.6% |
| 6M | -35.2% | +11.7% | -46.9% | -36.6% |
| YTD | -31.1% | +2.3% | -33.4% | -31.0% |
| 1Y | +148.6% | +76.2% | +72.5% | +157.6% |
| All | +148.6% | +80.0% | +68.7% | +157.6% |
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