+217.5%
GGLL vs TCOM
+74.8%
+142.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +11.5% | -1.4% | +12.9% | +11.9% |
| 30D | -31.2% | +11.5% | -42.7% | -33.1% |
| 3M | -28.7% | -5.2% | -23.5% | -27.9% |
| 6M | -47.2% | -16.9% | -30.3% | -45.1% |
| YTD | -24.3% | -39.9% | +15.7% | -15.8% |
| 1Y | -12.0% | -42.1% | +30.1% | -1.4% |
| 3Y | +169.6% | +28.0% | +141.6% | +153.9% |
| All | +217.5% | +74.8% | +142.7% | +188.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling