+28.7%
COP vs GGLL
+153.6%
-124.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.3% |
| 7D | -8.4% | +6.3% | -14.8% | -8.4% |
| 30D | +0.3% | -35.1% | +35.4% | +0.2% |
| 3M | +15.1% | -37.7% | +52.8% | +15.1% |
| 6M | +19.8% | -54.1% | +73.9% | +20.5% |
| YTD | +46.8% | -29.4% | +76.2% | +44.9% |
| 1Y | +59.7% | -13.4% | +73.1% | +54.6% |
| 3Y | +28.7% | +158.3% | -129.6% | +10.2% |
| All | +28.7% | +153.6% | -124.9% | +10.2% |
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 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