-61.0%
TE vs GGLL
+328.4%
-389.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | +18.2% | +1.9% | +16.4% | +17.6% |
| 30D | -13.5% | -9.7% | -3.8% | -11.0% |
| 3M | -44.6% | -18.0% | -26.6% | -42.0% |
| 6M | -24.7% | +15.3% | -40.0% | -30.9% |
| YTD | -24.3% | +2.2% | -26.5% | -28.2% |
| 1Y | +155.6% | +73.1% | +82.5% | +100.3% |
| 3Y | -18.3% | +242.7% | -260.9% | -52.6% |
| All | -61.0% | +328.4% | -389.4% | -79.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling