+72.6%
TEL vs GGLL
+328.4%
-255.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -1.4% | +1.9% | -3.3% | -1.8% |
| 30D | -4.9% | -9.7% | +4.9% | -3.3% |
| 3M | +0.1% | -18.0% | +18.1% | +2.6% |
| 6M | +0.4% | +15.3% | -14.9% | -4.7% |
| YTD | -8.9% | +2.2% | -11.1% | -11.7% |
| 1Y | -0.3% | +73.1% | -73.4% | -12.9% |
| 3Y | +67.6% | +242.7% | -175.1% | +18.7% |
| All | +72.6% | +328.4% | -255.8% | +11.3% |
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 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