-19.5%
TRI vs GGLL
+226.0%
-245.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.7% | -1.5% |
| 7D | -8.4% | -3.9% | -4.5% | -8.1% |
| 30D | -6.5% | -15.4% | +8.9% | -5.4% |
| 3M | +18.6% | -21.9% | +40.5% | +20.2% |
| 6M | -10.4% | +4.5% | -14.9% | -10.8% |
| YTD | -23.7% | -2.4% | -21.3% | -23.7% |
| 1Y | -42.5% | +57.8% | -100.3% | -44.5% |
| All | -19.5% | +226.0% | -245.5% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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