+76.2%
GGLL vs TCOM
-42.5%
+118.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | -4.8% | -9.5% | +4.8% | -1.7% |
| 30D | -13.7% | -10.7% | -3.0% | -10.4% |
| 3M | -21.9% | -14.6% | -7.2% | -17.5% |
| 6M | +11.7% | -19.3% | +31.0% | +21.4% |
| YTD | +2.3% | -42.9% | +45.2% | +17.6% |
| 1Y | +76.2% | -43.8% | +120.0% | +99.8% |
| All | +76.2% | -42.5% | +118.7% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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