+65.2%
CAPR vs GGLL
-11.0%
+76.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.8% | -6.6% |
| 7D | +5.9% | +7.7% | -1.8% | +4.7% |
| 30D | +44.6% | -30.2% | +74.8% | +51.8% |
| 3M | +126.4% | -31.3% | +157.6% | +137.9% |
| 6M | -68.6% | -52.1% | -16.5% | -62.6% |
| YTD | -67.0% | -25.9% | -41.1% | -68.7% |
| 1Y | +65.2% | -8.5% | +73.6% | +30.3% |
| All | +65.2% | -11.0% | +76.2% | +30.3% |
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