-85.3%
TE vs GGLL
+210.8%
-296.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.4% |
| 7D | -19.1% | +7.7% | -26.7% | -20.9% |
| 30D | -34.1% | -30.2% | -3.9% | -27.8% |
| 3M | -60.1% | -31.3% | -28.9% | -56.1% |
| 6M | -66.0% | -52.1% | -13.9% | -58.7% |
| YTD | -71.4% | -25.9% | -45.6% | -70.7% |
| 1Y | -45.3% | -8.5% | -36.8% | -48.1% |
| 3Y | +9.1% | +165.5% | -156.4% | -32.8% |
| All | -85.3% | +210.8% | -296.1% | -91.5% |
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