+2,140.4%
CLS vs GGLL
+195.8%
+1,944.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.5% | +5.4% | +7.0% |
| 7D | -10.6% | +6.3% | -16.9% | -12.6% |
| 30D | -38.4% | -35.1% | -3.3% | -28.9% |
| 3M | -29.9% | -37.7% | +7.8% | -18.6% |
| 6M | -40.6% | -54.1% | +13.5% | -25.0% |
| YTD | -24.6% | -29.4% | +4.8% | -21.2% |
| 1Y | -30.8% | -13.4% | -17.4% | -33.2% |
| 3Y | +811.7% | +158.3% | +653.4% | +469.4% |
| All | +2,140.4% | +195.8% | +1,944.6% | +1,274.3% |
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 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