+71.4%
CB vs GGLL
+157.4%
-86.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.5% |
| 7D | +0.7% | +5.1% | -4.4% | +0.9% |
| 30D | +8.2% | -35.5% | +43.7% | +6.9% |
| 3M | +6.3% | -39.2% | +45.4% | +4.9% |
| 6M | +16.2% | -54.4% | +70.6% | +14.2% |
| YTD | +19.3% | -29.8% | +49.2% | +18.3% |
| 1Y | +29.2% | -20.4% | +49.6% | +28.3% |
| 3Y | +71.4% | +149.7% | -78.3% | +71.7% |
| All | +71.4% | +157.4% | -86.0% | +71.7% |
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