-36.2%
CCI vs GGLL
+188.6%
-224.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.6% |
| 7D | -0.1% | +3.1% | -3.2% | -0.2% |
| 30D | +28.4% | -36.3% | +64.7% | +30.0% |
| 3M | +20.0% | -40.4% | +60.3% | +21.6% |
| 6M | +0.8% | -54.6% | +55.4% | +2.8% |
| YTD | +3.6% | -31.1% | +34.7% | +4.3% |
| 1Y | +6.1% | -19.2% | +25.3% | +6.2% |
| 3Y | +7.2% | +151.5% | -144.3% | -4.7% |
| All | -36.2% | +188.6% | -224.9% | -47.1% |
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