-45.8%
CAG vs GGLL
+309.0%
-354.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -1.0% |
| 7D | -6.6% | -3.9% | -2.7% | -6.7% |
| 30D | +2.3% | -15.4% | +17.7% | +2.1% |
| 3M | +16.3% | -21.9% | +38.2% | +16.0% |
| 6M | -16.0% | +4.5% | -20.5% | -15.5% |
| YTD | -7.7% | -2.4% | -5.3% | -7.2% |
| 1Y | -16.0% | +57.8% | -73.8% | -14.8% |
| 3Y | -37.7% | +227.2% | -264.9% | -36.2% |
| All | -45.8% | +309.0% | -354.8% | -42.5% |
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