+12.1%
CI vs GGLL
+184.7%
-172.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.4% |
| 7D | +1.0% | -1.3% | +2.3% | +1.0% |
| 30D | +9.9% | -36.3% | +46.1% | +8.8% |
| 3M | +12.1% | -42.7% | +54.8% | +10.7% |
| 6M | +10.6% | -53.1% | +63.7% | +8.9% |
| YTD | +11.4% | -32.1% | +43.5% | +11.0% |
| 1Y | +18.8% | -20.1% | +38.8% | +19.1% |
| 3Y | +2.9% | +151.7% | -148.8% | +4.0% |
| All | +12.1% | +184.7% | -172.6% | +18.0% |
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