-9.9%
TOST vs GGLL
-16.9%
+7.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.1% |
| 7D | +11.6% | -1.3% | +12.9% | +11.8% |
| 30D | +16.2% | -36.3% | +52.5% | +21.5% |
| 3M | +1.0% | -42.7% | +43.7% | +6.6% |
| 6M | +23.2% | -53.1% | +76.3% | +30.5% |
| YTD | -1.0% | -32.1% | +31.1% | +1.1% |
| 1Y | -9.9% | -20.1% | +10.2% | -9.4% |
| All | -9.9% | -16.9% | +7.0% | -9.4% |
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