+2,315.5%
CLS vs GGLL
+210.8%
+2,104.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -4.6% |
| 7D | +16.3% | +7.7% | +8.6% | +13.4% |
| 30D | -25.7% | -30.2% | +4.6% | -16.3% |
| 3M | -30.9% | -31.3% | +0.4% | -22.3% |
| 6M | -35.5% | -52.1% | +16.6% | -19.4% |
| YTD | -18.7% | -25.9% | +7.2% | -16.5% |
| 1Y | -17.9% | -8.5% | -9.4% | -22.4% |
| 3Y | +838.1% | +165.5% | +672.6% | +480.2% |
| All | +2,315.5% | +210.8% | +2,104.7% | +1,357.5% |
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