+246.9%
GGLL vs TCOM
+13.4%
+233.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -4.8% | -9.5% | +4.8% | -2.2% |
| 30D | -13.7% | -10.7% | -3.0% | -11.0% |
| 3M | -21.9% | -14.6% | -7.2% | -18.7% |
| 6M | +11.7% | -19.3% | +31.0% | +18.3% |
| YTD | +2.3% | -42.9% | +45.2% | +17.4% |
| 1Y | +76.2% | -43.8% | +120.0% | +102.9% |
| All | +246.9% | +13.4% | +233.4% | +240.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling