-13.9%
TRMB vs GGLL
+184.7%
-198.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.3% |
| 7D | -17.9% | -1.3% | -16.6% | -18.0% |
| 30D | -12.0% | -36.3% | +24.3% | -5.3% |
| 3M | -8.4% | -42.7% | +34.3% | +0.4% |
| 6M | -21.5% | -53.1% | +31.5% | -11.6% |
| YTD | -31.5% | -32.1% | +0.5% | -30.0% |
| 1Y | -33.4% | -20.1% | -13.4% | -34.8% |
| 3Y | +26.5% | +151.7% | -125.2% | -15.6% |
| All | -13.9% | +184.7% | -198.6% | -48.2% |
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