+327.5%
TPR vs GGLL
+210.8%
+116.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | -0.3% | +7.7% | -8.0% | -1.4% |
| 30D | +15.1% | -30.2% | +45.3% | +20.6% |
| 3M | +3.5% | -31.3% | +34.8% | +8.5% |
| 6M | +0.4% | -52.1% | +52.5% | +10.9% |
| YTD | +4.6% | -25.9% | +30.5% | +5.3% |
| 1Y | +33.1% | -8.5% | +41.6% | +28.1% |
| 3Y | +396.0% | +165.5% | +230.4% | +256.0% |
| All | +327.5% | +210.8% | +116.8% | +194.2% |
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