-17.7%
CG vs GGLL
-16.8%
-0.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.5% | +4.1% | +6.2% |
| 7D | +3.0% | +6.3% | -3.3% | +2.3% |
| 30D | +10.1% | -35.1% | +45.2% | +16.1% |
| 3M | -10.8% | -37.7% | +26.8% | -5.6% |
| 6M | -15.2% | -54.1% | +38.9% | -5.5% |
| YTD | -26.9% | -29.4% | +2.5% | -25.8% |
| All | -17.7% | -16.8% | -0.9% | -17.6% |
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 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