+15.7%
CI vs GGLL
-19.1%
+34.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.5% |
| 7D | +2.6% | +5.1% | -2.5% | +2.6% |
| 30D | +7.3% | -35.5% | +42.8% | +7.1% |
| 3M | +9.5% | -39.2% | +48.6% | +9.2% |
| 6M | +6.4% | -54.4% | +60.8% | +6.3% |
| YTD | +12.0% | -29.8% | +41.8% | +11.0% |
| All | +15.7% | -19.1% | +34.7% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling