+7.2%
TRU vs GGLL
+328.7%
-321.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -5.4% |
| 7D | -6.8% | -4.8% | -2.0% | -5.7% |
| 30D | 0.0% | -13.7% | +13.7% | +3.3% |
| 3M | +13.3% | -21.9% | +35.1% | +18.3% |
| 6M | +3.4% | +11.7% | -8.2% | -2.6% |
| YTD | -6.4% | +2.3% | -8.7% | -10.2% |
| 1Y | -9.7% | +76.2% | -85.9% | -26.4% |
| 3Y | +0.1% | +245.0% | -244.8% | -40.1% |
| All | +7.2% | +328.7% | -321.5% | -47.8% |
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