+10.9%
CMG vs GGLL
-11.6%
+22.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.5% | -0.7% | +5.8% |
| 7D | +22.5% | -23.1% | +45.6% | +22.4% |
| 30D | +14.1% | -32.9% | +47.0% | +14.9% |
| 3M | +4.1% | -44.9% | +49.0% | +5.6% |
| 6M | +10.1% | -49.5% | +59.6% | +13.1% |
| YTD | -4.9% | -28.9% | +24.0% | -6.4% |
| 1Y | +10.9% | -12.2% | +23.1% | +10.0% |
| All | +10.9% | -11.6% | +22.5% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling