+0.9%
CNC vs GGLL
+253.9%
-253.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.5% |
| 7D | +3.5% | -4.8% | +8.3% | +3.5% |
| 30D | +0.1% | -13.7% | +13.8% | 0.0% |
| 3M | +6.9% | -21.9% | +28.8% | +6.7% |
| 6M | +49.0% | +11.7% | +37.4% | +49.0% |
| YTD | +62.9% | +2.3% | +60.6% | +62.7% |
| 1Y | +134.0% | +76.2% | +57.8% | +137.6% |
| All | +0.9% | +253.9% | -253.0% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling