-27.7%
CNC vs GGLL
+328.4%
-356.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -1.0% | +1.9% | -2.9% | -1.0% |
| 30D | -1.8% | -9.7% | +7.9% | -1.8% |
| 3M | -0.7% | -18.0% | +17.3% | -0.7% |
| 6M | +47.9% | +15.3% | +32.7% | +47.7% |
| YTD | +56.9% | +2.2% | +54.7% | +56.6% |
| 1Y | +123.9% | +73.1% | +50.8% | +124.9% |
| 3Y | -1.3% | +242.7% | -244.0% | -1.6% |
| All | -27.7% | +328.4% | -356.1% | -26.9% |
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