+210.8%
GGLL vs TCOM
+76.3%
+134.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +7.7% | -1.8% | +9.5% | +8.1% |
| 30D | -30.2% | +12.1% | -42.3% | -32.2% |
| 3M | -31.3% | -3.2% | -28.1% | -30.9% |
| 6M | -52.1% | -16.6% | -35.4% | -50.2% |
| YTD | -25.9% | -39.4% | +13.5% | -17.7% |
| 1Y | -8.5% | -41.5% | +33.1% | +2.4% |
| 3Y | +165.5% | +24.4% | +141.2% | +151.3% |
| All | +210.8% | +76.3% | +134.5% | +182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling