+40.7%
CG vs GGLL
+210.8%
-170.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.5% |
| 7D | +0.2% | +7.7% | -7.5% | -1.7% |
| 30D | +11.2% | -30.2% | +41.4% | +19.5% |
| 3M | -22.1% | -31.3% | +9.2% | -16.2% |
| 6M | -17.9% | -52.1% | +34.2% | -4.3% |
| YTD | -31.3% | -25.9% | -5.4% | -30.2% |
| 1Y | -24.0% | -8.5% | -15.5% | -27.7% |
| 3Y | +45.0% | +165.5% | -120.6% | -10.7% |
| All | +40.7% | +210.8% | -170.1% | -21.6% |
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 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