-35.9%
TE vs GGLL
-19.4%
-16.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.2% |
| 7D | -12.6% | +3.1% | -15.7% | -13.0% |
| 30D | -36.7% | -36.3% | -0.4% | -30.5% |
| 3M | -57.5% | -40.4% | -17.1% | -52.7% |
| 6M | -55.2% | -54.6% | -0.6% | -47.1% |
| YTD | -64.7% | -31.1% | -33.5% | -61.6% |
| 1Y | -35.9% | -19.2% | -16.7% | -37.3% |
| All | -35.9% | -19.4% | -16.5% | -37.3% |
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 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