+11.5%
TGT vs GGLL
+195.8%
-184.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +4.5% |
| 7D | +4.7% | +6.3% | -1.6% | +4.1% |
| 30D | +8.0% | -35.1% | +43.1% | +12.2% |
| 3M | +11.7% | -37.7% | +49.3% | +16.4% |
| 6M | +34.7% | -54.1% | +88.8% | +44.3% |
| YTD | +74.4% | -29.4% | +103.8% | +76.3% |
| 1Y | +89.2% | -13.4% | +102.6% | +85.0% |
| 3Y | +73.4% | +158.3% | -84.9% | +35.5% |
| All | +11.5% | +195.8% | -184.3% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling