-31.4%
TRMB vs GGLL
-16.8%
-14.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.9% |
| 7D | -17.0% | +6.3% | -23.3% | -17.4% |
| 30D | -9.0% | -35.1% | +26.1% | -5.1% |
| 3M | -8.1% | -37.7% | +29.6% | -3.9% |
| 6M | -10.1% | -54.1% | +44.0% | -2.5% |
| YTD | -30.2% | -29.4% | -0.8% | -31.4% |
| All | -31.4% | -16.8% | -14.6% | -34.8% |
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