+207.6%
CCL vs GGLL
+188.6%
+19.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +3.1% | +3.1% | 0.0% | +2.3% |
| 30D | +13.7% | -36.3% | +50.0% | +27.7% |
| 3M | +3.8% | -40.4% | +44.2% | +18.3% |
| 6M | +9.3% | -54.6% | +63.9% | +33.4% |
| YTD | -1.1% | -31.1% | +30.1% | +4.3% |
| 1Y | +14.6% | -19.2% | +33.7% | +13.2% |
| 3Y | +146.4% | +151.5% | -5.1% | +45.3% |
| All | +207.6% | +188.6% | +19.0% | +75.2% |
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