+16.9%
TPR vs GGLL
+80.0%
-63.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | -2.7% | -4.8% | +2.1% | -2.0% |
| 30D | -23.3% | -13.7% | -9.6% | -21.8% |
| 3M | -12.8% | -21.9% | +9.1% | -10.7% |
| 6M | -21.7% | +11.7% | -33.4% | -24.7% |
| YTD | -3.9% | +2.3% | -6.2% | -7.6% |
| 1Y | +16.9% | +76.2% | -59.3% | -5.8% |
| All | +16.9% | +80.0% | -63.1% | -5.8% |
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