+46.7%
COP vs GGLL
+194.0%
-147.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | -6.1% | +5.1% | -11.2% | -6.2% |
| 30D | +1.1% | -35.5% | +36.6% | +1.9% |
| 3M | +10.9% | -39.2% | +50.1% | +11.9% |
| 6M | +20.8% | -54.4% | +75.1% | +22.9% |
| YTD | +48.0% | -29.8% | +77.9% | +46.7% |
| 1Y | +58.5% | -20.4% | +78.9% | +55.0% |
| 3Y | +28.1% | +149.7% | -121.6% | +8.0% |
| All | +46.7% | +194.0% | -147.4% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling