+10.3%
CCI vs GGLL
+172.3%
-161.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.8% |
| 7D | -1.4% | +11.5% | -12.9% | -1.2% |
| 30D | +12.7% | -31.2% | +44.0% | +12.1% |
| 3M | +23.0% | -28.7% | +51.7% | +22.4% |
| 6M | +0.6% | -47.2% | +47.8% | -0.5% |
| YTD | +4.9% | -24.3% | +29.1% | +5.2% |
| 1Y | +0.7% | -12.0% | +12.7% | +1.9% |
| All | +10.3% | +172.3% | -161.9% | +17.2% |
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