+77.9%
TEM vs GGLL
+77.8%
+0.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.1% | -3.5% | -4.9% |
| 7D | -5.9% | +7.7% | -13.5% | -8.4% |
| 30D | +4.8% | -30.2% | +35.0% | +17.8% |
| 3M | +31.9% | -31.3% | +63.2% | +48.4% |
| 6M | +56.0% | -52.1% | +108.1% | +99.5% |
| YTD | +21.3% | -25.9% | +47.1% | +26.3% |
| 1Y | +5.4% | -8.5% | +13.8% | 0.0% |
| All | +77.9% | +77.8% | +0.1% | +3.0% |
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