+166.0%
CAT vs GGLL
+153.6%
+12.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.5% | +4.7% | +6.8% |
| 7D | -2.4% | +6.3% | -8.8% | -3.5% |
| 30D | -25.0% | -35.1% | +10.1% | -19.5% |
| 3M | -28.7% | -37.7% | +9.0% | -23.3% |
| 6M | -33.0% | -54.1% | +21.1% | -24.6% |
| YTD | +5.4% | -29.4% | +34.9% | +8.4% |
| 1Y | +7.3% | -13.4% | +20.7% | +6.1% |
| 3Y | +166.0% | +158.3% | +7.7% | +119.0% |
| All | +166.0% | +153.6% | +12.4% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling