+429.6%
TSM vs GGLL
+194.0%
+235.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | -2.1% | +5.1% | -7.2% | -3.3% |
| 30D | -12.5% | -35.5% | +22.9% | -3.1% |
| 3M | -5.0% | -39.2% | +34.1% | +6.2% |
| 6M | -3.2% | -54.4% | +51.2% | +15.2% |
| YTD | +31.5% | -29.8% | +61.3% | +35.9% |
| 1Y | +35.7% | -20.4% | +56.1% | +34.4% |
| 3Y | +323.5% | +149.7% | +173.8% | +176.4% |
| All | +429.6% | +194.0% | +235.6% | +212.2% |
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