-5.6%
TLT vs GGLL
-11.6%
+6.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | +0.7% |
| 7D | +1.0% | -23.1% | +24.1% | +1.3% |
| 30D | +6.0% | -32.9% | +38.9% | +6.8% |
| 3M | -0.9% | -44.9% | +44.0% | +0.3% |
| 6M | -2.3% | -49.5% | +47.3% | -0.8% |
| YTD | -3.3% | -28.9% | +25.6% | -3.4% |
| 1Y | -5.6% | -12.2% | +6.6% | -6.5% |
| All | -5.6% | -11.6% | +6.0% | -6.5% |
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