+10.2%
TRU vs GGLL
+206.6%
-196.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.3% | -0.9% |
| 7D | 0.0% | +2.9% | -2.9% | -0.7% |
| 30D | +24.3% | -33.1% | +57.4% | +33.6% |
| 3M | +2.3% | -31.2% | +33.5% | +8.9% |
| 6M | +17.7% | -49.4% | +67.0% | +32.4% |
| YTD | -3.8% | -26.8% | +23.1% | -2.6% |
| 1Y | -0.3% | -17.7% | +17.4% | -2.8% |
| 3Y | +58.4% | +160.4% | -102.0% | -1.3% |
| All | +10.2% | +206.6% | -196.5% | -43.3% |
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