+146.0%
CCL vs GGLL
+157.4%
-11.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +5.8% | +5.1% | +0.7% | +4.6% |
| 30D | +17.3% | -35.5% | +52.7% | +29.3% |
| 3M | +11.3% | -39.2% | +50.5% | +24.2% |
| 6M | +18.5% | -54.4% | +72.8% | +40.9% |
| YTD | +2.8% | -29.8% | +32.6% | +7.2% |
| 1Y | +16.7% | -20.4% | +37.2% | +16.6% |
| 3Y | +146.0% | +149.7% | -3.7% | +73.2% |
| All | +146.0% | +157.4% | -11.4% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling