+25.4%
TMO vs GGLL
-11.6%
+37.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.4% | +0.9% |
| 7D | +0.3% | -23.1% | +23.4% | +1.0% |
| 30D | +4.3% | -32.9% | +37.2% | +5.6% |
| 3M | +25.1% | -44.9% | +70.0% | +27.3% |
| 6M | +52.9% | -49.5% | +102.4% | +58.2% |
| YTD | +22.2% | -28.9% | +51.1% | +19.9% |
| 1Y | +25.4% | -12.2% | +37.6% | +21.7% |
| All | +25.4% | -11.6% | +37.0% | +21.7% |
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