+10.0%
CMG vs GGLL
+328.4%
-318.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.5% | +1.9% | -3.3% | -1.7% |
| 30D | +12.7% | -9.7% | +22.5% | +14.1% |
| 3M | +26.3% | -18.0% | +44.3% | +28.4% |
| 6M | +4.5% | +15.3% | -10.8% | +0.5% |
| YTD | -0.1% | +2.2% | -2.3% | -2.6% |
| 1Y | -6.8% | +73.1% | -79.9% | -17.4% |
| 3Y | -5.0% | +242.7% | -247.7% | -31.6% |
| All | +10.0% | +328.4% | -318.4% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling