+115.0%
CFG vs GGLL
+210.8%
-95.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | +3.2% | +7.7% | -4.5% | +2.1% |
| 30D | +5.1% | -30.2% | +35.3% | +9.8% |
| 3M | -11.2% | -31.3% | +20.0% | -7.3% |
| 6M | +9.6% | -52.1% | +61.6% | +19.7% |
| YTD | +15.0% | -25.9% | +40.8% | +15.6% |
| 1Y | +29.9% | -8.5% | +38.3% | +25.4% |
| 3Y | +192.1% | +165.5% | +26.5% | +118.9% |
| All | +115.0% | +210.8% | -95.8% | +54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling