+178.0%
CMI vs GGLL
+313.5%
-135.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +0.8% | -5.8% | +6.6% | +1.6% |
| 30D | -12.8% | -7.2% | -5.6% | -12.0% |
| 3M | -12.4% | -17.5% | +5.1% | -11.0% |
| 6M | -0.9% | +5.1% | -5.9% | -3.5% |
| YTD | +8.9% | -1.3% | +10.2% | +6.7% |
| 1Y | +37.7% | +60.2% | -22.5% | +25.8% |
| 3Y | +148.9% | +230.8% | -82.0% | +97.2% |
| All | +178.0% | +313.5% | -135.5% | +116.2% |
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