-8.0%
CARR vs GGLL
+60.5%
-68.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | -4.1% | -5.8% | +1.6% | -3.4% |
| 30D | -11.0% | -7.2% | -3.8% | -10.1% |
| 3M | -16.4% | -17.5% | +1.2% | -14.7% |
| 6M | -2.4% | +5.1% | -7.4% | -4.8% |
| YTD | +8.4% | -1.3% | +9.8% | +5.6% |
| 1Y | -8.0% | +60.2% | -68.2% | -13.2% |
| All | -8.0% | +60.5% | -68.5% | -13.2% |
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