+45.2%
COP vs GGLL
+328.7%
-283.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -1.0% |
| 7D | +3.0% | -4.8% | +7.8% | +3.1% |
| 30D | +17.5% | -13.7% | +31.2% | +17.9% |
| 3M | +13.4% | -21.9% | +35.2% | +14.0% |
| 6M | +17.7% | +11.7% | +6.1% | +15.5% |
| YTD | +46.6% | +2.3% | +44.3% | +44.4% |
| 1Y | +44.6% | +76.2% | -31.6% | +35.1% |
| 3Y | +20.7% | +245.0% | -224.3% | +1.4% |
| All | +45.2% | +328.7% | -283.5% | +27.6% |
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