+22.2%
TMUS vs GGLL
+194.0%
-171.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +9.5% | +5.1% | +4.4% | +9.4% |
| 30D | +13.8% | -35.5% | +49.3% | +14.4% |
| 3M | -4.6% | -39.2% | +34.6% | -4.0% |
| 6M | -11.7% | -54.4% | +42.7% | -11.1% |
| YTD | -15.4% | -29.8% | +14.5% | -15.1% |
| 1Y | -16.1% | -20.4% | +4.3% | -16.2% |
| 3Y | +20.5% | +149.7% | -129.3% | +11.0% |
| All | +22.2% | +194.0% | -171.8% | +15.3% |
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