+126.9%
COR vs GGLL
+309.0%
-182.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.6% |
| 7D | -3.9% | -3.9% | 0.0% | -4.0% |
| 30D | -0.3% | -15.4% | +15.0% | -0.8% |
| 3M | +15.9% | -21.9% | +37.8% | +15.2% |
| 6M | -10.3% | +4.5% | -14.8% | -10.4% |
| YTD | -3.7% | -2.4% | -1.3% | -3.9% |
| 1Y | +9.1% | +57.8% | -48.7% | +10.3% |
| 3Y | +86.6% | +227.2% | -140.6% | +89.9% |
| All | +126.9% | +309.0% | -182.1% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling