-81.8%
TE vs GGLL
+188.6%
-270.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | -12.6% | +3.1% | -15.7% | -13.3% |
| 30D | -36.7% | -36.3% | -0.4% | -28.6% |
| 3M | -57.5% | -40.4% | -17.1% | -51.3% |
| 6M | -55.2% | -54.6% | -0.6% | -44.9% |
| YTD | -64.7% | -31.1% | -33.5% | -62.9% |
| 1Y | -35.9% | -19.2% | -16.7% | -36.4% |
| 3Y | -31.8% | +151.5% | -183.3% | -57.3% |
| All | -81.8% | +188.6% | -270.4% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling