+73.0%
CF vs GGLL
+245.5%
-172.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -3.3% |
| 7D | +6.0% | -4.8% | +10.8% | +5.8% |
| 30D | +14.8% | -13.7% | +28.5% | +14.2% |
| 3M | +14.1% | -21.9% | +35.9% | +13.3% |
| 6M | +28.5% | +11.7% | +16.9% | +28.9% |
| YTD | +74.9% | +2.3% | +72.7% | +75.6% |
| 1Y | +61.7% | +76.2% | -14.5% | +57.7% |
| All | +73.0% | +245.5% | -172.5% | +54.4% |
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