+12.4%
CMG vs GGLL
-11.0%
+23.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.3% |
| 7D | +2.5% | +7.7% | -5.2% | +2.4% |
| 30D | +15.6% | -30.2% | +45.8% | +16.6% |
| 3M | +8.2% | -31.3% | +39.5% | +9.1% |
| 6M | +9.9% | -52.1% | +62.0% | +14.7% |
| YTD | -4.6% | -25.9% | +21.2% | -6.5% |
| 1Y | +12.4% | -8.5% | +20.9% | +11.4% |
| All | +12.4% | -11.0% | +23.5% | +11.4% |
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