+3,039.2%
CLS vs GGLL
+328.7%
+2,710.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.6% |
| 7D | +4.6% | -4.8% | +9.3% | +6.4% |
| 30D | -13.9% | -13.7% | -0.2% | -9.4% |
| 3M | -26.6% | -21.9% | -4.7% | -21.4% |
| 6M | +15.4% | +11.7% | +3.8% | +4.4% |
| YTD | +5.7% | +2.3% | +3.4% | -1.8% |
| 1Y | +41.1% | +76.2% | -35.1% | +6.6% |
| 3Y | +1,228.6% | +245.0% | +983.6% | +654.3% |
| All | +3,039.2% | +328.7% | +2,710.5% | +1,614.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling