+164.4%
TRV vs GGLL
+194.0%
-29.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +1.4% | +5.1% | -3.7% | +1.3% |
| 30D | +8.7% | -35.5% | +44.2% | +8.9% |
| 3M | +7.1% | -39.2% | +46.2% | +7.3% |
| 6M | +35.5% | -54.4% | +89.9% | +36.2% |
| YTD | +39.7% | -29.8% | +69.6% | +39.2% |
| 1Y | +44.1% | -20.4% | +64.5% | +43.2% |
| 3Y | +148.1% | +149.7% | -1.6% | +136.1% |
| All | +164.4% | +194.0% | -29.7% | +152.6% |
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