-36.9%
TEAM vs GGLL
+194.0%
-230.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -22.2% | +5.1% | -27.3% | -23.3% |
| 30D | -28.1% | -35.5% | +7.3% | -20.5% |
| 3M | -2.2% | -39.2% | +37.0% | +9.3% |
| 6M | +62.2% | -54.4% | +116.6% | +91.7% |
| YTD | -8.4% | -29.8% | +21.5% | -5.9% |
| 1Y | -6.6% | -20.4% | +13.8% | -8.7% |
| 3Y | -15.7% | +149.7% | -165.4% | -52.3% |
| All | -36.9% | +194.0% | -230.9% | -66.7% |
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