-5.8%
TLT vs GGLL
-17.3%
+11.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -0.3% | +5.1% | -5.4% | -0.4% |
| 30D | +3.7% | -35.5% | +39.2% | +4.6% |
| 3M | -0.7% | -39.2% | +38.5% | +0.3% |
| 6M | -4.2% | -54.4% | +50.2% | -2.3% |
| YTD | -4.0% | -29.8% | +25.9% | -4.1% |
| 1Y | -5.8% | -20.4% | +14.6% | -6.7% |
| All | -5.8% | -17.3% | +11.5% | -6.7% |
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