-12.1%
TRMB vs GGLL
+194.0%
-206.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -16.6% | +5.1% | -21.7% | -17.6% |
| 30D | -8.9% | -35.5% | +26.6% | -2.1% |
| 3M | -6.3% | -39.2% | +32.8% | +1.5% |
| 6M | -10.0% | -54.4% | +44.4% | +2.3% |
| YTD | -30.1% | -29.8% | -0.3% | -29.0% |
| 1Y | -31.3% | -20.4% | -10.9% | -32.5% |
| 3Y | +30.8% | +149.7% | -118.9% | -12.0% |
| All | -12.1% | +194.0% | -206.1% | -47.5% |
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