+6.4%
TGT vs GGLL
+188.6%
-182.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +2.6% | +3.1% | -0.5% | +2.3% |
| 30D | +5.0% | -36.3% | +41.3% | +9.3% |
| 3M | +8.5% | -40.4% | +48.9% | +13.6% |
| 6M | +23.8% | -54.6% | +78.4% | +32.7% |
| YTD | +66.5% | -31.1% | +97.7% | +68.8% |
| 1Y | +84.9% | -19.2% | +104.1% | +82.4% |
| 3Y | +59.2% | +151.5% | -92.3% | +24.7% |
| All | +6.4% | +188.6% | -182.2% | -20.8% |
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 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