-12.2%
GGLL vs TCOM
-39.6%
+27.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.2% | +3.3% | +5.6% |
| 7D | -23.1% | +10.7% | -33.8% | -25.2% |
| 30D | -32.9% | +10.1% | -42.9% | -34.7% |
| 3M | -44.9% | -8.9% | -36.0% | -43.2% |
| 6M | -49.5% | -19.2% | -30.4% | -45.3% |
| YTD | -28.9% | -40.6% | +11.7% | -21.2% |
| 1Y | -12.2% | -39.0% | +26.8% | -4.8% |
| All | -12.2% | -39.6% | +27.4% | -4.8% |
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