-17.4%
TOST vs GGLL
+80.0%
-97.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | -3.4% | -4.8% | +1.4% | -2.9% |
| 30D | -2.4% | -13.7% | +11.2% | -0.9% |
| 3M | +34.6% | -21.9% | +56.5% | +37.1% |
| 6M | +15.2% | +11.7% | +3.5% | +11.1% |
| YTD | -4.4% | +2.3% | -6.7% | -6.4% |
| 1Y | -17.4% | +76.2% | -93.6% | -28.4% |
| All | -17.4% | +80.0% | -97.4% | -28.4% |
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