+129.7%
CNQ vs GGLL
+309.0%
-179.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.1% |
| 7D | -0.9% | -3.9% | +3.0% | -0.7% |
| 30D | +8.7% | -15.4% | +24.0% | +9.6% |
| 3M | +15.8% | -21.9% | +37.7% | +17.0% |
| 6M | +13.3% | +4.5% | +8.8% | +10.8% |
| YTD | +54.7% | -2.4% | +57.1% | +51.9% |
| 1Y | +69.5% | +57.8% | +11.7% | +56.4% |
| 3Y | +77.3% | +227.2% | -149.9% | +43.1% |
| All | +129.7% | +309.0% | -179.4% | +87.6% |
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