+328.7%
GGLL vs TCOM
+66.0%
+262.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -4.8% | -9.5% | +4.8% | -2.5% |
| 30D | -13.7% | -10.7% | -3.0% | -11.4% |
| 3M | -21.9% | -14.6% | -7.2% | -19.2% |
| 6M | +11.7% | -19.3% | +31.0% | +17.3% |
| YTD | +2.3% | -42.9% | +45.2% | +15.3% |
| 1Y | +76.2% | -43.8% | +120.0% | +99.2% |
| 3Y | +245.0% | +2.1% | +242.9% | +239.1% |
| All | +328.7% | +66.0% | +262.7% | +295.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling