+1,977.2%
CLS vs GGLL
+188.6%
+1,788.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | -22.2% | +3.1% | -25.3% | -23.1% |
| 30D | -44.4% | -36.3% | -8.0% | -35.3% |
| 3M | -34.3% | -40.4% | +6.1% | -22.5% |
| 6M | -50.1% | -54.6% | +4.6% | -36.7% |
| YTD | -30.1% | -31.1% | +1.1% | -26.4% |
| 1Y | -39.3% | -19.2% | -20.2% | -39.9% |
| 3Y | +732.7% | +151.5% | +581.2% | +424.8% |
| All | +1,977.2% | +188.6% | +1,788.6% | +1,184.8% |
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