+39.4%
CARR vs GGLL
+217.5%
-178.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.9% |
| 7D | +2.2% | +11.5% | -9.3% | +0.6% |
| 30D | -0.8% | -31.2% | +30.5% | +3.9% |
| 3M | -13.4% | -28.7% | +15.2% | -10.0% |
| 6M | -16.4% | -47.2% | +30.8% | -9.9% |
| YTD | +4.5% | -24.3% | +28.8% | +5.7% |
| 1Y | -1.4% | -12.0% | +10.6% | -2.8% |
| 3Y | +10.0% | +169.6% | -159.6% | -15.7% |
| All | +39.4% | +217.5% | -178.1% | +0.8% |
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