+47.2%
CAPR vs GGLL
-11.6%
+58.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.5% | +1.7% | +7.3% |
| 7D | +43.2% | -23.1% | +66.3% | +47.3% |
| 30D | +14.7% | -32.9% | +47.5% | +21.1% |
| 3M | +113.9% | -44.9% | +158.8% | +133.7% |
| 6M | -73.4% | -49.5% | -23.8% | -69.6% |
| YTD | -69.1% | -28.9% | -40.2% | -70.6% |
| 1Y | +47.2% | -12.2% | +59.4% | +35.9% |
| All | +47.2% | -11.6% | +58.8% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling