+257.6%
CAT vs GGLL
+217.5%
+40.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | 0.0% |
| 7D | +9.3% | +11.5% | -2.2% | +7.4% |
| 30D | -21.5% | -31.2% | +9.7% | -16.9% |
| 3M | -29.1% | -28.7% | -0.4% | -25.6% |
| 6M | -33.4% | -47.2% | +13.8% | -27.4% |
| YTD | +6.6% | -24.3% | +30.8% | +8.3% |
| 1Y | +6.5% | -12.0% | +18.5% | +5.4% |
| 3Y | +162.7% | +169.6% | -7.0% | +110.7% |
| All | +257.6% | +217.5% | +40.1% | +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