-74.8%
TTD vs GGLL
+210.8%
-285.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.0% |
| 7D | +21.3% | +7.7% | +13.6% | +18.7% |
| 30D | +28.7% | -30.2% | +59.0% | +40.7% |
| 3M | +7.7% | -31.3% | +39.0% | +17.9% |
| 6M | -23.5% | -52.1% | +28.6% | -7.8% |
| YTD | -58.7% | -25.9% | -32.8% | -57.9% |
| 1Y | -63.4% | -8.5% | -55.0% | -65.9% |
| 3Y | -75.3% | +165.5% | -240.8% | -87.9% |
| All | -74.8% | +210.8% | -285.6% | -89.8% |
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