+83.3%
TEL vs GGLL
+194.0%
-110.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.9% | +5.1% | -6.0% | -1.7% |
| 30D | -0.2% | -35.5% | +35.2% | +6.4% |
| 3M | +2.0% | -39.2% | +41.2% | +9.6% |
| 6M | +6.4% | -54.4% | +60.8% | +19.0% |
| YTD | -3.2% | -29.8% | +26.6% | -1.3% |
| 1Y | -11.2% | -20.4% | +9.3% | -11.7% |
| 3Y | +79.8% | +149.7% | -70.0% | +32.7% |
| All | +83.3% | +194.0% | -110.7% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling