+38.4%
CL vs GGLL
+152.2%
-113.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.1% |
| 7D | +2.6% | +5.1% | -2.5% | +2.6% |
| 30D | +11.8% | -35.5% | +47.2% | +11.4% |
| 3M | +5.9% | -39.2% | +45.1% | +5.6% |
| 6M | +13.3% | -54.4% | +67.7% | +12.7% |
| YTD | +27.1% | -29.8% | +57.0% | +27.1% |
| 1Y | +28.0% | -20.4% | +48.4% | +28.6% |
| All | +38.4% | +152.2% | -113.7% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling