+68.7%
CAPR vs GGLL
+217.5%
-148.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.5% | -12.3% | -9.5% |
| 7D | +19.1% | +11.5% | +7.5% | +16.3% |
| 30D | +48.8% | -31.2% | +80.1% | +60.3% |
| 3M | +144.4% | -28.7% | +173.1% | +159.9% |
| 6M | -67.5% | -47.2% | -20.3% | -63.8% |
| YTD | -64.5% | -24.3% | -40.3% | -65.3% |
| 1Y | +74.4% | -12.0% | +86.4% | +63.6% |
| 3Y | +265.7% | +169.6% | +96.1% | +152.4% |
| All | +68.7% | +217.5% | -148.8% | +7.1% |
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