+9.3%
CAT vs GGLL
-11.0%
+20.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | +7.4% | +7.7% | -0.2% | +6.0% |
| 30D | -19.7% | -30.2% | +10.5% | -14.9% |
| 3M | -29.6% | -31.3% | +1.7% | -25.4% |
| 6M | -33.2% | -52.1% | +18.9% | -24.2% |
| YTD | +5.7% | -25.9% | +31.5% | +4.4% |
| 1Y | +9.3% | -8.5% | +17.8% | +4.5% |
| All | +9.3% | -11.0% | +20.4% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling