+84.3%
TOST vs GGLL
+184.7%
-100.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.5% |
| 7D | +11.6% | -1.3% | +12.9% | +11.9% |
| 30D | +16.2% | -36.3% | +52.5% | +28.4% |
| 3M | +1.0% | -42.7% | +43.7% | +14.3% |
| 6M | +23.2% | -53.1% | +76.3% | +44.1% |
| YTD | -1.0% | -32.1% | +31.1% | +2.5% |
| 1Y | -9.9% | -20.1% | +10.2% | -12.1% |
| 3Y | +101.0% | +151.7% | -50.7% | +12.3% |
| All | +84.3% | +184.7% | -100.4% | -5.0% |
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