+183.8%
CMI vs GGLL
+328.4%
-144.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +1.9% | +1.9% | 0.0% | +1.6% |
| 30D | -12.5% | -9.7% | -2.8% | -11.4% |
| 3M | -16.2% | -18.0% | +1.8% | -14.6% |
| 6M | +4.9% | +15.3% | -10.4% | +0.8% |
| YTD | +11.1% | +2.2% | +8.9% | +8.4% |
| 1Y | +43.4% | +73.1% | -29.7% | +29.7% |
| 3Y | +154.1% | +242.7% | -88.6% | +100.4% |
| All | +183.8% | +328.4% | -144.5% | +119.7% |
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