-11.4%
TEAM vs GGLL
+154.9%
-166.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.4% | -17.5% | -16.4% |
| 7D | -19.8% | +3.1% | -22.9% | -20.3% |
| 30D | -21.5% | -36.3% | +14.8% | -15.6% |
| 3M | +39.5% | -40.4% | +79.9% | +51.0% |
| 6M | +73.1% | -54.6% | +127.7% | +93.8% |
| YTD | -5.2% | -31.1% | +25.9% | -3.0% |
| 1Y | -1.6% | -19.2% | +17.6% | -3.3% |
| 3Y | -11.4% | +151.5% | -163.0% | -33.2% |
| All | -11.4% | +154.9% | -166.4% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling