+12.7%
CMS vs GGLL
+188.6%
-175.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.1% |
| 7D | -1.3% | +3.1% | -4.4% | -1.3% |
| 30D | +6.3% | -36.3% | +42.6% | +6.0% |
| 3M | -2.1% | -40.4% | +38.3% | -2.4% |
| 6M | -5.1% | -54.6% | +49.5% | -5.3% |
| YTD | +1.3% | -31.1% | +32.4% | +0.9% |
| 1Y | -1.4% | -19.2% | +17.8% | -1.8% |
| 3Y | +36.9% | +151.5% | -114.6% | +30.7% |
| All | +12.7% | +188.6% | -175.9% | +6.2% |
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