-23.3%
CNC vs GGLL
+195.8%
-219.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -1.7% |
| 7D | +3.0% | +6.3% | -3.3% | +3.0% |
| 30D | +4.9% | -35.1% | +40.0% | +5.1% |
| 3M | +4.2% | -37.7% | +41.9% | +4.4% |
| 6M | +22.5% | -54.1% | +76.6% | +22.6% |
| YTD | +66.6% | -29.4% | +96.0% | +66.5% |
| 1Y | +82.5% | -13.4% | +95.9% | +83.0% |
| 3Y | -4.1% | +158.3% | -162.4% | -4.4% |
| All | -23.3% | +195.8% | -219.1% | -22.3% |
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