+41.9%
CMI vs GGLL
+80.0%
-38.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.1% |
| 7D | -0.7% | -4.8% | +4.0% | 0.0% |
| 30D | -13.4% | -13.7% | +0.2% | -11.6% |
| 3M | -17.0% | -21.9% | +4.9% | -14.2% |
| 6M | -1.6% | +11.7% | -13.3% | -7.6% |
| YTD | +11.0% | +2.3% | +8.7% | +5.5% |
| 1Y | +41.9% | +76.2% | -34.3% | +22.9% |
| All | +41.9% | +80.0% | -38.1% | +22.9% |
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