+110.3%
CFG vs GGLL
+184.7%
-74.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.3% | -2.5% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | +0.4% | -36.3% | +36.6% | +6.1% |
| 3M | -12.6% | -42.7% | +30.1% | -6.3% |
| 6M | +0.6% | -53.1% | +53.7% | +10.0% |
| YTD | +12.4% | -32.1% | +44.5% | +14.5% |
| 1Y | +27.7% | -20.1% | +47.8% | +25.8% |
| 3Y | +172.4% | +151.7% | +20.7% | +105.3% |
| All | +110.3% | +184.7% | -74.4% | +53.1% |
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