+10.6%
TMO vs GGLL
+313.5%
-302.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -2.5% | -5.8% | +3.3% | -1.8% |
| 30D | -0.3% | -7.2% | +6.9% | +0.5% |
| 3M | +25.3% | -17.5% | +42.8% | +26.8% |
| 6M | +20.9% | +5.1% | +15.8% | +17.5% |
| YTD | +4.3% | -1.3% | +5.6% | +2.1% |
| 1Y | +27.0% | +60.2% | -33.2% | +15.4% |
| 3Y | +17.5% | +230.8% | -213.3% | -11.7% |
| All | +10.6% | +313.5% | -302.9% | -23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling