+84.6%
TGT vs GGLL
+80.0%
+4.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.3% |
| 7D | +0.8% | -4.8% | +5.5% | +0.9% |
| 30D | +12.2% | -13.7% | +25.9% | +12.4% |
| 3M | +33.8% | -21.9% | +55.6% | +34.1% |
| 6M | +39.3% | +11.7% | +27.6% | +41.5% |
| YTD | +72.9% | +2.3% | +70.6% | +74.5% |
| 1Y | +84.6% | +76.2% | +8.4% | +82.9% |
| All | +84.6% | +80.0% | +4.6% | +82.9% |
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 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