-46.2%
CCI vs GGLL
+328.7%
-374.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -1.8% |
| 7D | -0.4% | -4.8% | +4.4% | -0.3% |
| 30D | +2.7% | -13.7% | +16.4% | +3.1% |
| 3M | -18.2% | -21.9% | +3.6% | -17.7% |
| 6M | -14.8% | +11.7% | -26.4% | -15.2% |
| YTD | -12.6% | +2.3% | -14.9% | -12.9% |
| 1Y | -16.7% | +76.2% | -92.9% | -18.5% |
| 3Y | -10.5% | +245.0% | -255.5% | -20.3% |
| All | -46.2% | +328.7% | -374.9% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling