+42.3%
CF vs GGLL
+328.7%
-286.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -3.3% |
| 7D | +6.0% | -4.8% | +10.8% | +5.9% |
| 30D | +14.8% | -13.7% | +28.5% | +14.6% |
| 3M | +14.1% | -21.9% | +35.9% | +13.8% |
| 6M | +28.5% | +11.7% | +16.9% | +28.0% |
| YTD | +74.9% | +2.3% | +72.7% | +74.6% |
| 1Y | +61.7% | +76.2% | -14.5% | +56.0% |
| 3Y | +80.3% | +245.0% | -164.7% | +61.0% |
| All | +42.3% | +328.7% | -286.3% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling