+309.0%
GGLL vs TCOM
+58.5%
+250.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.7% |
| 7D | -3.9% | -10.2% | +6.3% | -1.5% |
| 30D | -15.4% | -16.8% | +1.5% | -11.6% |
| 3M | -21.9% | -16.7% | -5.2% | -18.7% |
| 6M | +4.5% | -27.1% | +31.6% | +12.5% |
| YTD | -2.4% | -45.5% | +43.1% | +11.3% |
| 1Y | +57.8% | -45.9% | +103.7% | +80.2% |
| 3Y | +227.2% | +9.8% | +217.5% | +218.9% |
| All | +309.0% | +58.5% | +250.5% | +281.4% |
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