+145.2%
COR vs GGLL
+217.5%
-72.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.7% | 0.0% |
| 7D | +2.9% | +11.5% | -8.7% | +3.2% |
| 30D | +5.8% | -31.2% | +37.1% | +4.8% |
| 3M | +11.4% | -28.7% | +40.1% | +10.5% |
| 6M | +34.5% | -47.2% | +81.7% | +32.5% |
| YTD | +4.1% | -24.3% | +28.3% | +3.2% |
| 1Y | -3.1% | -12.0% | +8.9% | -3.6% |
| 3Y | +80.9% | +169.6% | -88.8% | +82.7% |
| All | +145.2% | +217.5% | -72.3% | +157.9% |
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