+155.9%
TNA vs GGLL
+153.6%
+2.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.5% | +7.1% | +8.6% |
| 7D | +2.3% | +6.3% | -4.1% | +0.2% |
| 30D | +1.4% | -35.1% | +36.5% | +18.0% |
| 3M | -21.1% | -37.7% | +16.6% | -7.2% |
| 6M | -9.4% | -54.1% | +44.7% | +18.6% |
| YTD | +29.6% | -29.4% | +59.1% | +36.0% |
| 1Y | +34.6% | -13.4% | +48.0% | +27.2% |
| 3Y | +155.9% | +158.3% | -2.4% | +48.7% |
| All | +155.9% | +153.6% | +2.3% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling