+7.2%
CCI vs GGLL
+154.9%
-147.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.6% |
| 7D | -0.1% | +3.1% | -3.2% | -0.1% |
| 30D | +28.4% | -36.3% | +64.7% | +27.5% |
| 3M | +20.0% | -40.4% | +60.3% | +19.0% |
| 6M | +0.8% | -54.6% | +55.4% | -0.6% |
| YTD | +3.6% | -31.1% | +34.7% | +3.7% |
| 1Y | +6.1% | -19.2% | +25.3% | +7.2% |
| 3Y | +7.2% | +151.5% | -144.3% | +13.7% |
| All | +7.2% | +154.9% | -147.7% | +13.7% |
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