+14.2%
CCL vs GGLL
-11.0%
+25.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | -1.2% | +7.7% | -8.9% | -2.7% |
| 30D | +13.1% | -30.2% | +43.3% | +20.6% |
| 3M | +3.4% | -31.3% | +34.6% | +10.4% |
| 6M | +18.7% | -52.1% | +70.8% | +38.0% |
| YTD | -2.3% | -25.9% | +23.6% | -2.4% |
| 1Y | +14.2% | -8.5% | +22.7% | +18.7% |
| All | +14.2% | -11.0% | +25.2% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling