+62.8%
CNQ vs GGLL
-11.6%
+74.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +6.5% | -13.9% | -6.6% |
| 7D | -9.4% | -23.1% | +13.7% | -11.4% |
| 30D | +2.8% | -32.9% | +35.6% | -1.0% |
| 3M | +8.5% | -44.9% | +53.3% | +2.3% |
| 6M | +6.4% | -49.5% | +55.9% | +0.4% |
| YTD | +50.9% | -28.9% | +79.8% | +50.3% |
| 1Y | +62.8% | -12.2% | +75.0% | +66.2% |
| All | +62.8% | -11.6% | +74.4% | +66.2% |
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 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