+97.3%
TEM vs GGLL
+75.4%
+21.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -3.0% |
| 7D | +5.1% | +2.9% | +2.2% | +4.1% |
| 30D | +16.8% | -33.1% | +50.0% | +33.5% |
| 3M | +42.6% | -31.2% | +73.8% | +60.4% |
| 6M | +63.9% | -49.4% | +113.3% | +104.2% |
| YTD | +34.5% | -26.8% | +61.4% | +40.9% |
| 1Y | +11.0% | -17.7% | +28.7% | +10.1% |
| All | +97.3% | +75.4% | +21.9% | +14.9% |
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