+299.4%
TPR vs GGLL
+245.5%
+53.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | -2.3% | -4.8% | +2.5% | -1.6% |
| 30D | -23.0% | -13.7% | -9.3% | -21.4% |
| 3M | -12.5% | -21.9% | +9.4% | -10.1% |
| 6M | -21.4% | +11.7% | -33.1% | -24.2% |
| YTD | -3.5% | +2.3% | -5.8% | -6.0% |
| 1Y | +17.4% | +76.2% | -58.8% | +3.8% |
| All | +299.4% | +245.5% | +53.9% | +204.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling