+255.4%
CAT vs GGLL
+206.6%
+48.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.4% | +2.2% |
| 7D | +1.7% | +2.9% | -1.2% | +1.3% |
| 30D | -24.6% | -33.1% | +8.6% | -19.8% |
| 3M | -28.5% | -31.2% | +2.7% | -24.5% |
| 6M | -34.8% | -49.4% | +14.5% | -28.4% |
| YTD | +5.9% | -26.8% | +32.8% | +8.3% |
| 1Y | +6.8% | -17.7% | +24.5% | +6.9% |
| 3Y | +161.1% | +160.4% | +0.7% | +110.7% |
| All | +255.4% | +206.6% | +48.8% | +196.0% |
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