+471.4%
TSM vs GGLL
+328.7%
+142.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.5% |
| 7D | +2.7% | -4.8% | +7.5% | +4.0% |
| 30D | +3.6% | -13.7% | +17.3% | +7.4% |
| 3M | -3.4% | -21.9% | +18.5% | +1.5% |
| 6M | +20.6% | +11.7% | +9.0% | +12.5% |
| YTD | +41.9% | +2.3% | +39.6% | +35.0% |
| 1Y | +84.4% | +76.2% | +8.2% | +47.9% |
| 3Y | +380.2% | +245.0% | +135.2% | +192.3% |
| All | +471.4% | +328.7% | +142.8% | +210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling