-13.1%
TRMB vs GGLL
+188.6%
-201.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | -16.7% | +3.1% | -19.8% | -17.4% |
| 30D | -9.9% | -36.3% | +26.4% | -3.0% |
| 3M | -7.6% | -40.4% | +32.8% | +0.5% |
| 6M | -14.7% | -54.6% | +39.9% | -3.0% |
| YTD | -30.9% | -31.1% | +0.2% | -29.6% |
| 1Y | -31.3% | -19.2% | -12.2% | -32.9% |
| 3Y | +29.4% | +151.5% | -122.1% | -13.4% |
| All | -13.1% | +188.6% | -201.8% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling