+181.4%
CFG vs GGLL
+245.5%
-64.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.2% |
| 7D | +1.5% | -4.8% | +6.3% | +2.2% |
| 30D | -3.8% | -13.7% | +9.9% | -2.0% |
| 3M | +11.5% | -21.9% | +33.3% | +14.3% |
| 6M | +19.2% | +11.7% | +7.5% | +14.4% |
| YTD | +23.7% | +2.3% | +21.4% | +20.1% |
| 1Y | +38.8% | +76.2% | -37.3% | +22.2% |
| All | +181.4% | +245.5% | -64.2% | +109.5% |
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