+333.2%
TPR vs GGLL
+184.7%
+148.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.5% | +11.5% | +7.8% |
| 7D | +13.9% | -1.3% | +15.2% | +14.0% |
| 30D | +14.9% | -36.3% | +51.2% | +22.1% |
| 3M | -15.4% | -42.7% | +27.3% | -8.7% |
| 6M | -4.5% | -53.1% | +48.6% | +5.6% |
| YTD | +6.0% | -32.1% | +38.1% | +8.2% |
| 1Y | +24.3% | -20.1% | +44.4% | +22.2% |
| 3Y | +412.8% | +151.7% | +261.1% | +269.8% |
| All | +333.2% | +184.7% | +148.6% | +202.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling