+8.9%
TGT vs GGLL
+217.5%
-208.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.5% |
| 7D | +2.6% | +11.5% | -8.9% | +1.4% |
| 30D | +6.6% | -31.2% | +37.8% | +10.2% |
| 3M | +5.2% | -28.7% | +33.9% | +8.2% |
| 6M | +35.3% | -47.2% | +82.5% | +42.7% |
| YTD | +70.3% | -24.3% | +94.6% | +71.0% |
| 1Y | +81.2% | -12.0% | +93.1% | +77.3% |
| 3Y | +66.9% | +169.6% | -102.7% | +30.1% |
| All | +8.9% | +217.5% | -208.6% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling