-17.3%
TRU vs GGLL
+64.8%
-82.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.3% |
| 7D | -6.5% | -3.9% | -2.6% | -6.0% |
| 30D | -2.5% | -15.4% | +12.9% | -0.8% |
| 3M | +10.4% | -21.9% | +32.3% | +12.7% |
| 6M | +1.6% | +4.5% | -2.9% | -0.7% |
| YTD | -9.7% | -2.4% | -7.3% | -11.1% |
| 1Y | -17.3% | +57.8% | -75.0% | -18.5% |
| All | -17.3% | +64.8% | -82.1% | -18.5% |
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 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