+144.7%
COR vs GGLL
+194.0%
-49.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +0.8% |
| 7D | +2.4% | +5.1% | -2.7% | +2.6% |
| 30D | +7.7% | -35.5% | +43.2% | +6.4% |
| 3M | +7.5% | -39.2% | +46.7% | +6.1% |
| 6M | +34.1% | -54.4% | +88.5% | +31.7% |
| YTD | +3.9% | -29.8% | +33.7% | +2.7% |
| 1Y | -3.6% | -20.4% | +16.8% | -4.4% |
| 3Y | +80.5% | +149.7% | -69.2% | +82.0% |
| All | +144.7% | +194.0% | -49.4% | +156.9% |
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