+2.9%
TRI vs GGLL
+328.7%
-325.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -5.2% |
| 7D | -0.5% | -4.8% | +4.3% | -0.1% |
| 30D | +7.9% | -13.7% | +21.6% | +9.2% |
| 3M | +24.1% | -21.9% | +45.9% | +26.2% |
| 6M | +3.8% | +11.7% | -7.8% | +2.3% |
| YTD | -16.9% | +2.3% | -19.1% | -17.5% |
| 1Y | -38.4% | +76.2% | -114.6% | -42.2% |
| 3Y | -12.2% | +245.0% | -257.2% | -26.9% |
| All | +2.9% | +328.7% | -325.8% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling