+41.7%
CAPR vs GGLL
+184.7%
-143.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -2.6% |
| 7D | +29.7% | -1.3% | +31.0% | +30.2% |
| 30D | +11.0% | -36.3% | +47.2% | +21.3% |
| 3M | +118.8% | -42.7% | +161.5% | +144.2% |
| 6M | -73.9% | -53.1% | -20.8% | -70.2% |
| YTD | -70.2% | -32.1% | -38.1% | -70.1% |
| 1Y | +38.3% | -20.1% | +58.3% | +32.1% |
| 3Y | +199.7% | +151.7% | +47.9% | +110.5% |
| All | +41.7% | +184.7% | -143.0% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling