+54.9%
CAPR vs GGLL
+328.7%
-273.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.8% |
| 7D | -2.0% | -4.8% | +2.8% | -1.0% |
| 30D | +139.2% | -13.7% | +152.9% | +146.4% |
| 3M | -66.4% | -21.9% | -44.5% | -65.4% |
| 6M | -63.1% | +11.7% | -74.8% | -66.6% |
| YTD | -67.4% | +2.3% | -69.7% | -69.9% |
| 1Y | +58.2% | +76.2% | -17.9% | +25.5% |
| 3Y | +42.2% | +245.0% | -202.8% | -6.8% |
| All | +54.9% | +328.7% | -273.8% | -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 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