+142.8%
TRV vs GGLL
+328.7%
-185.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.3% |
| 7D | -0.1% | -4.8% | +4.6% | -0.1% |
| 30D | -3.4% | -13.7% | +10.3% | -3.3% |
| 3M | +26.4% | -21.9% | +48.3% | +26.6% |
| 6M | +19.3% | +11.7% | +7.6% | +18.6% |
| YTD | +28.3% | +2.3% | +26.1% | +27.7% |
| 1Y | +34.3% | +76.2% | -41.9% | +31.9% |
| 3Y | +140.1% | +245.0% | -104.9% | +128.1% |
| All | +142.8% | +328.7% | -185.9% | +131.7% |
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