-34.6%
CCI vs GGLL
+210.8%
-245.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.3% |
| 7D | +2.5% | +7.7% | -5.2% | +2.3% |
| 30D | +14.4% | -30.2% | +44.6% | +15.5% |
| 3M | +21.7% | -31.3% | +52.9% | +22.8% |
| 6M | +4.0% | -52.1% | +56.1% | +6.0% |
| YTD | +6.2% | -25.9% | +32.1% | +6.6% |
| 1Y | +5.4% | -8.5% | +13.9% | +5.1% |
| 3Y | +11.7% | +165.5% | -153.8% | -0.5% |
| All | -34.6% | +210.8% | -245.4% | -45.9% |
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