+230.0%
CAT vs GGLL
+188.6%
+41.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | -10.3% | +3.1% | -13.4% | -10.8% |
| 30D | -31.2% | -36.3% | +5.1% | -26.2% |
| 3M | -34.7% | -40.4% | +5.7% | -29.5% |
| 6M | -39.5% | -54.6% | +15.1% | -32.4% |
| YTD | -1.7% | -31.1% | +29.5% | +1.5% |
| 1Y | -1.1% | -19.2% | +18.1% | -0.8% |
| 3Y | +143.9% | +151.5% | -7.7% | +98.1% |
| All | +230.0% | +188.6% | +41.4% | +177.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling