-1.1%
TRU vs GGLL
+247.9%
-249.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -7.2% | +1.9% | -9.1% | -7.5% |
| 30D | -2.8% | -9.7% | +6.9% | -1.1% |
| 3M | +13.0% | -18.0% | +31.0% | +16.0% |
| 6M | +0.7% | +15.3% | -14.6% | -4.6% |
| YTD | -9.0% | +2.2% | -11.2% | -11.9% |
| 1Y | -16.3% | +73.1% | -89.4% | -28.5% |
| 3Y | -1.1% | +242.7% | -243.8% | -32.4% |
| All | -1.1% | +247.9% | -249.0% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling