+205.1%
CCL vs GGLL
+217.5%
-12.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -5.4% |
| 7D | -0.3% | +11.5% | -11.9% | -3.5% |
| 30D | +10.3% | -31.2% | +41.6% | +21.1% |
| 3M | +6.6% | -28.7% | +35.2% | +15.3% |
| 6M | +20.0% | -47.2% | +67.2% | +39.9% |
| YTD | -1.9% | -24.3% | +22.4% | +0.5% |
| 1Y | +10.4% | -12.0% | +22.4% | +6.6% |
| 3Y | +134.8% | +169.6% | -34.8% | +36.1% |
| All | +205.1% | +217.5% | -12.3% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling