-1.4%
CMS vs GGLL
-19.4%
+18.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.1% |
| 7D | -1.3% | +3.1% | -4.4% | -1.2% |
| 30D | +6.3% | -36.3% | +42.6% | +5.2% |
| 3M | -2.1% | -40.4% | +38.3% | -3.2% |
| 6M | -5.1% | -54.6% | +49.5% | -5.8% |
| YTD | +1.3% | -31.1% | +32.4% | -0.4% |
| 1Y | -1.4% | -19.2% | +17.8% | -3.8% |
| All | -1.4% | -19.4% | +18.0% | -3.8% |
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