+6.9%
CMG vs GGLL
+194.0%
-187.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +8.0% | +5.1% | +2.9% | +7.4% |
| 30D | +13.7% | -35.5% | +49.2% | +18.6% |
| 3M | +11.8% | -39.2% | +50.9% | +17.2% |
| 6M | +10.6% | -54.4% | +64.9% | +19.5% |
| YTD | -2.9% | -29.8% | +26.9% | -2.2% |
| 1Y | +17.8% | -20.4% | +38.3% | +16.0% |
| 3Y | -15.3% | +149.7% | -165.0% | -37.7% |
| All | +6.9% | +194.0% | -187.2% | -28.8% |
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