-14.1%
CG vs GGLL
-11.6%
-2.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.5% | -2.0% | +3.7% |
| 7D | +9.4% | -23.1% | +32.6% | +12.2% |
| 30D | +8.7% | -32.9% | +41.6% | +13.9% |
| 3M | -15.0% | -44.9% | +29.9% | -8.0% |
| 6M | -13.2% | -49.5% | +36.3% | -5.1% |
| YTD | -26.2% | -28.9% | +2.7% | -25.0% |
| 1Y | -14.1% | -12.2% | -1.9% | -14.2% |
| All | -14.1% | -11.6% | -2.5% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling