+96.3%
COR vs GGLL
+245.5%
-149.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -2.0% |
| 7D | +2.8% | -4.8% | +7.5% | +2.5% |
| 30D | +4.5% | -13.7% | +18.2% | +3.8% |
| 3M | +22.7% | -21.9% | +44.5% | +21.6% |
| 6M | -9.7% | +11.7% | -21.4% | -9.4% |
| YTD | -1.4% | +2.3% | -3.7% | -1.3% |
| 1Y | +13.9% | +76.2% | -62.2% | +17.8% |
| All | +96.3% | +245.5% | -149.2% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling