+25.7%
COP vs GGLL
+154.9%
-129.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | -11.5% | +3.1% | -14.6% | -11.5% |
| 30D | +5.0% | -36.3% | +41.3% | +4.9% |
| 3M | +17.5% | -40.4% | +57.8% | +17.4% |
| 6M | +16.2% | -54.6% | +70.8% | +16.9% |
| YTD | +48.8% | -31.1% | +79.9% | +46.8% |
| 1Y | +64.1% | -19.2% | +83.3% | +59.4% |
| 3Y | +25.7% | +151.5% | -125.9% | +7.5% |
| All | +25.7% | +154.9% | -129.3% | +7.5% |
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