-65.0%
CBRS vs GGLL
-50.7%
-14.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.1% | +13.3% | +11.3% |
| 7D | +21.2% | +7.7% | +13.6% | +21.0% |
| 30D | -23.2% | -30.2% | +7.1% | -23.4% |
| 3M | -52.9% | -31.3% | -21.7% | -53.0% |
| All | -65.0% | -50.7% | -14.3% | -70.5% |
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 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