+129.6%
CMI vs GGLL
+194.0%
-64.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | -9.3% | +5.1% | -14.4% | -9.9% |
| 30D | -13.2% | -35.5% | +22.3% | -8.5% |
| 3M | -28.2% | -39.2% | +11.0% | -23.9% |
| 6M | -32.7% | -54.4% | +21.7% | -26.3% |
| YTD | -10.1% | -29.8% | +19.7% | -8.5% |
| 1Y | -4.9% | -20.4% | +15.6% | -5.0% |
| 3Y | +120.4% | +149.7% | -29.4% | +80.5% |
| All | +129.6% | +194.0% | -64.5% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling