+245.4%
CAT vs GGLL
+194.0%
+51.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -6.3% | +5.1% | -11.4% | -7.1% |
| 30D | -26.8% | -35.5% | +8.7% | -21.7% |
| 3M | -30.0% | -39.2% | +9.1% | -24.7% |
| 6M | -34.6% | -54.4% | +19.8% | -27.0% |
| YTD | +2.9% | -29.8% | +32.8% | +5.9% |
| 1Y | +3.3% | -20.4% | +23.7% | +3.9% |
| 3Y | +153.7% | +149.7% | +4.0% | +106.2% |
| All | +245.4% | +194.0% | +51.3% | +189.6% |
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 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