-44.4%
CAG vs GGLL
+328.7%
-373.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.9% |
| 7D | -3.8% | -4.8% | +1.0% | -3.9% |
| 30D | +3.1% | -13.7% | +16.8% | +2.9% |
| 3M | +23.5% | -21.9% | +45.3% | +23.1% |
| 6M | -14.8% | +11.7% | -26.5% | -14.2% |
| YTD | -5.4% | +2.3% | -7.7% | -4.9% |
| 1Y | -11.8% | +76.2% | -88.0% | -10.3% |
| 3Y | -36.7% | +245.0% | -281.7% | -35.1% |
| All | -44.4% | +328.7% | -373.1% | -41.0% |
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