+39.1%
CL vs GGLL
+184.7%
-145.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | 0.0% |
| 7D | +5.9% | -1.3% | +7.2% | +5.9% |
| 30D | +13.8% | -36.3% | +50.0% | +14.0% |
| 3M | +6.4% | -42.7% | +49.1% | +6.7% |
| 6M | +15.6% | -53.1% | +68.7% | +16.0% |
| YTD | +27.9% | -32.1% | +60.0% | +28.1% |
| 1Y | +31.4% | -20.1% | +51.5% | +31.7% |
| 3Y | +41.4% | +151.7% | -110.3% | +37.2% |
| All | +39.1% | +184.7% | -145.6% | +34.9% |
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