+9.1%
CI vs GGLL
+188.6%
-179.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.6% |
| 7D | -1.6% | +3.1% | -4.7% | -1.5% |
| 30D | +5.4% | -36.3% | +41.7% | +4.4% |
| 3M | +7.3% | -40.4% | +47.6% | +6.0% |
| 6M | +5.3% | -54.6% | +59.9% | +3.6% |
| YTD | +8.5% | -31.1% | +39.6% | +8.1% |
| 1Y | +17.1% | -19.2% | +36.3% | +17.4% |
| 3Y | +1.4% | +151.5% | -150.1% | +2.6% |
| All | +9.1% | +188.6% | -179.5% | +14.9% |
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