-12.9%
TLT vs GGLL
+194.0%
-207.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.3% |
| 3M | -0.7% | -39.2% | +38.5% | 0.0% |
| 6M | -4.2% | -54.4% | +50.2% | -3.2% |
| YTD | -4.0% | -29.8% | +25.9% | -3.8% |
| 1Y | -5.8% | -20.4% | +14.6% | -5.8% |
| 3Y | +4.1% | +149.7% | -145.6% | +0.8% |
| All | -12.9% | +194.0% | -207.0% | -16.5% |
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 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