+85.6%
CB vs GGLL
+328.7%
-243.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.9% |
| 7D | +0.5% | -4.8% | +5.3% | +0.5% |
| 30D | -3.1% | -13.7% | +10.6% | -3.2% |
| 3M | +9.0% | -21.9% | +30.8% | +8.9% |
| 6M | +2.9% | +11.7% | -8.8% | +2.6% |
| YTD | +10.1% | +2.3% | +7.8% | +9.8% |
| 1Y | +22.8% | +76.2% | -53.4% | +21.6% |
| 3Y | +73.8% | +245.0% | -171.2% | +66.2% |
| All | +85.6% | +328.7% | -243.1% | +77.9% |
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