+476.5%
TSEM vs GGLL
+166.5%
+310.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.8% | -6.4% |
| 7D | +7.0% | +7.7% | -0.7% | +4.9% |
| 30D | -29.8% | -30.2% | +0.4% | -23.2% |
| 3M | -41.9% | -31.3% | -10.7% | -36.6% |
| 6M | -45.8% | -52.1% | +6.3% | -35.2% |
| YTD | +25.1% | -25.9% | +51.0% | +29.1% |
| 1Y | +48.2% | -8.5% | +56.7% | +42.9% |
| 3Y | +476.5% | +165.5% | +310.9% | +313.0% |
| All | +476.5% | +166.5% | +310.0% | +313.0% |
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