-84.8%
TE vs GGLL
+217.5%
-302.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.5% | -11.0% | -8.6% |
| 7D | -13.6% | +11.5% | -25.1% | -16.4% |
| 30D | -37.7% | -31.2% | -6.4% | -31.3% |
| 3M | -59.8% | -28.7% | -31.1% | -56.3% |
| 6M | -66.3% | -47.2% | -19.1% | -60.5% |
| YTD | -70.5% | -24.3% | -46.3% | -70.0% |
| 1Y | -48.8% | -12.0% | -36.8% | -50.7% |
| 3Y | +31.3% | +169.6% | -138.3% | -19.5% |
| All | -84.8% | +217.5% | -302.3% | -91.3% |
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 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