-31.0%
TRMB vs GGLL
-11.6%
-19.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +6.5% | -23.8% | -17.8% |
| 7D | -15.7% | -23.1% | +7.4% | -13.8% |
| 30D | -7.8% | -32.9% | +25.1% | -4.1% |
| 3M | -9.3% | -44.9% | +35.6% | -3.5% |
| 6M | -20.8% | -49.5% | +28.7% | -15.5% |
| YTD | -30.8% | -28.9% | -1.9% | -31.8% |
| 1Y | -31.0% | -12.2% | -18.8% | -35.2% |
| All | -31.0% | -11.6% | -19.4% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling