+73.1%
GGLL vs TCOM
-44.5%
+117.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | +1.9% | -7.6% | +9.5% | +4.4% |
| 30D | -9.7% | -12.2% | +2.5% | -5.8% |
| 3M | -18.0% | -14.2% | -3.8% | -13.7% |
| 6M | +15.3% | -25.0% | +40.3% | +27.7% |
| YTD | +2.2% | -43.7% | +45.9% | +18.0% |
| 1Y | +73.1% | -44.5% | +117.6% | +97.4% |
| All | +73.1% | -44.5% | +117.6% | +97.4% |
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 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