+401.5%
TSM vs GGLL
+188.6%
+212.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +6.0% |
| 7D | -7.6% | +3.1% | -10.7% | -8.2% |
| 30D | -20.5% | -36.3% | +15.8% | -11.7% |
| 3M | -10.0% | -40.4% | +30.4% | +1.2% |
| 6M | -10.1% | -54.6% | +44.6% | +7.1% |
| YTD | +24.5% | -31.1% | +55.7% | +29.3% |
| 1Y | +31.2% | -19.2% | +50.4% | +29.2% |
| 3Y | +322.0% | +151.5% | +170.4% | +174.5% |
| All | +401.5% | +188.6% | +212.9% | +197.0% |
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 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