+12.7%
CI vs GGLL
+194.0%
-181.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.5% |
| 7D | +2.6% | +5.1% | -2.5% | +2.7% |
| 30D | +7.3% | -35.5% | +42.8% | +6.3% |
| 3M | +9.5% | -39.2% | +48.6% | +8.3% |
| 6M | +6.4% | -54.4% | +60.8% | +4.7% |
| YTD | +12.0% | -29.8% | +41.8% | +11.7% |
| 1Y | +20.1% | -20.4% | +40.5% | +20.3% |
| 3Y | +9.6% | +149.7% | -140.2% | +10.9% |
| All | +12.7% | +194.0% | -181.4% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling