-10.7%
TRMB vs GGLL
+210.8%
-221.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | +2.8% | +7.7% | -4.8% | +1.4% |
| 30D | -5.9% | -30.2% | +24.4% | -0.3% |
| 3M | -3.3% | -31.3% | +28.0% | +2.4% |
| 6M | +1.3% | -52.1% | +53.4% | +14.2% |
| YTD | -29.0% | -25.9% | -3.1% | -28.6% |
| 1Y | -27.8% | -8.5% | -19.3% | -31.1% |
| 3Y | +36.3% | +165.5% | -129.2% | -9.5% |
| All | -10.7% | +210.8% | -221.4% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling