+17.6%
TEM vs GGLL
-16.8%
+34.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.5% | +8.5% | +10.2% |
| 7D | +7.6% | +6.3% | +1.2% | +5.6% |
| 30D | +19.0% | -35.1% | +54.1% | +35.1% |
| 3M | +62.2% | -37.7% | +99.9% | +85.7% |
| 6M | +69.4% | -54.1% | +123.5% | +117.0% |
| YTD | +43.0% | -29.4% | +72.4% | +47.2% |
| All | +17.6% | -16.8% | +34.4% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling