+141.2%
TRV vs GGLL
+309.0%
-167.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.4% |
| 7D | +0.2% | -3.9% | +4.1% | +0.2% |
| 30D | -2.3% | -15.4% | +13.0% | -2.2% |
| 3M | +22.7% | -21.9% | +44.6% | +22.9% |
| 6M | +21.9% | +4.5% | +17.4% | +21.3% |
| YTD | +27.5% | -2.4% | +29.9% | +26.9% |
| 1Y | +36.2% | +57.8% | -21.6% | +34.1% |
| 3Y | +140.6% | +227.2% | -86.6% | +128.7% |
| All | +141.2% | +309.0% | -167.9% | +130.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling