+52.4%
CARR vs GGLL
+328.7%
-276.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.4% |
| 7D | +1.6% | -4.8% | +6.3% | +2.3% |
| 30D | -8.7% | -13.7% | +4.9% | -6.8% |
| 3M | -12.6% | -21.9% | +9.3% | -10.1% |
| 6M | -1.5% | +11.7% | -13.2% | -4.7% |
| YTD | +14.3% | +2.3% | +12.0% | +11.7% |
| 1Y | -4.6% | +76.2% | -80.8% | -14.9% |
| 3Y | +7.3% | +245.0% | -237.6% | -19.9% |
| All | +52.4% | +328.7% | -276.3% | +6.6% |
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