+36.1%
CL vs GGLL
+188.6%
-152.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.2% |
| 7D | +1.3% | +3.1% | -1.8% | +1.3% |
| 30D | +11.4% | -36.3% | +47.7% | +11.6% |
| 3M | +4.4% | -40.4% | +44.8% | +4.7% |
| 6M | +10.8% | -54.6% | +65.4% | +11.2% |
| YTD | +25.1% | -31.1% | +56.3% | +25.3% |
| 1Y | +28.0% | -19.2% | +47.2% | +28.2% |
| 3Y | +37.6% | +151.5% | -113.9% | +33.6% |
| All | +36.1% | +188.6% | -152.6% | +32.0% |
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