+12.6%
TMO vs GGLL
+328.7%
-316.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.5% |
| 7D | -1.4% | -4.8% | +3.4% | -0.8% |
| 30D | +6.2% | -13.7% | +19.9% | +7.9% |
| 3M | +27.5% | -21.9% | +49.3% | +30.1% |
| 6M | +20.0% | +11.7% | +8.3% | +15.7% |
| YTD | +6.1% | +2.3% | +3.9% | +3.5% |
| 1Y | +25.8% | +76.2% | -50.3% | +12.8% |
| 3Y | +11.2% | +245.0% | -233.8% | -16.9% |
| All | +12.6% | +328.7% | -316.1% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling