+84.4%
TSM vs GGLL
+80.0%
+4.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.3% |
| 7D | +2.7% | -4.8% | +7.5% | +3.7% |
| 30D | +3.6% | -13.7% | +17.3% | +6.6% |
| 3M | -3.4% | -21.9% | +18.5% | +1.0% |
| 6M | +20.6% | +11.7% | +9.0% | +11.3% |
| YTD | +41.9% | +2.3% | +39.6% | +32.7% |
| 1Y | +84.4% | +76.2% | +8.2% | +44.4% |
| All | +84.4% | +80.0% | +4.4% | +44.4% |
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