-84.1%
TE vs GGLL
+194.0%
-278.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -9.4% |
| 7D | -26.9% | +5.1% | -32.0% | -27.9% |
| 30D | -38.9% | -35.5% | -3.5% | -31.4% |
| 3M | -61.0% | -39.2% | -21.9% | -55.5% |
| 6M | -66.4% | -54.4% | -12.0% | -58.7% |
| YTD | -69.0% | -29.8% | -39.2% | -67.7% |
| 1Y | -54.0% | -20.4% | -33.6% | -54.2% |
| 3Y | +38.0% | +149.7% | -111.7% | -13.4% |
| All | -84.1% | +194.0% | -278.1% | -90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling