-4.5%
TRMB vs GGLL
+328.7%
-333.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | -2.5% | -4.8% | +2.3% | -1.5% |
| 30D | +1.5% | -13.7% | +15.2% | +4.5% |
| 3M | +6.8% | -21.9% | +28.6% | +11.0% |
| 6M | -14.9% | +11.7% | -26.6% | -19.7% |
| YTD | -24.1% | +2.3% | -26.4% | -27.2% |
| 1Y | -25.4% | +76.2% | -101.6% | -37.6% |
| 3Y | +8.0% | +245.0% | -237.0% | -30.6% |
| All | -4.5% | +328.7% | -333.2% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling