+219.1%
CCL vs GGLL
+206.6%
+12.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.4% |
| 7D | -1.5% | +2.9% | -4.4% | -2.3% |
| 30D | +16.5% | -33.1% | +49.6% | +29.0% |
| 3M | +11.2% | -31.2% | +42.4% | +21.6% |
| 6M | +22.6% | -49.4% | +71.9% | +44.7% |
| YTD | +2.6% | -26.8% | +29.4% | +6.2% |
| 1Y | +17.0% | -17.7% | +34.7% | +15.3% |
| 3Y | +145.5% | +160.4% | -14.9% | +43.8% |
| All | +219.1% | +206.6% | +12.4% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling