+40.4%
CG vs GGLL
+188.6%
-148.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.0% |
| 7D | -1.2% | +3.1% | -4.3% | -1.9% |
| 30D | +5.0% | -36.3% | +41.4% | +15.5% |
| 3M | -18.2% | -40.4% | +22.2% | -8.9% |
| 6M | -20.7% | -54.6% | +33.9% | -6.5% |
| YTD | -31.4% | -31.1% | -0.3% | -29.0% |
| 1Y | -22.3% | -19.2% | -3.1% | -23.7% |
| 3Y | +50.2% | +151.5% | -101.4% | -6.4% |
| All | +40.4% | +188.6% | -148.2% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling