+47.9%
CARR vs GGLL
+309.0%
-261.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.6% | -1.3% |
| 7D | +0.6% | -3.9% | +4.5% | +1.2% |
| 30D | -8.7% | -15.4% | +6.7% | -6.5% |
| 3M | -18.4% | -21.9% | +3.5% | -16.1% |
| 6M | -0.6% | +4.5% | -5.1% | -2.9% |
| YTD | +10.9% | -2.4% | +13.3% | +9.2% |
| 1Y | -7.3% | +57.8% | -65.1% | -15.8% |
| 3Y | +2.9% | +227.2% | -224.3% | -22.5% |
| All | +47.9% | +309.0% | -261.1% | +4.2% |
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 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