+39.2%
CG vs GGLL
+217.5%
-178.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.5% | -7.8% | -5.1% |
| 7D | -1.5% | +11.5% | -13.0% | -4.1% |
| 30D | +5.7% | -31.2% | +36.9% | +14.1% |
| 3M | -17.9% | -28.7% | +10.8% | -12.5% |
| 6M | -20.2% | -47.2% | +27.0% | -9.5% |
| YTD | -32.0% | -24.3% | -7.7% | -31.2% |
| 1Y | -27.0% | -12.0% | -15.0% | -29.8% |
| 3Y | +42.8% | +169.6% | -126.9% | -12.3% |
| All | +39.2% | +217.5% | -178.2% | -22.8% |
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