+152.4%
COR vs GGLL
+210.8%
-58.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +2.9% |
| 7D | +7.8% | +7.7% | +0.2% | +8.1% |
| 30D | +7.0% | -30.2% | +37.2% | +6.0% |
| 3M | +16.3% | -31.3% | +47.5% | +15.1% |
| 6M | +41.3% | -52.1% | +93.4% | +38.9% |
| YTD | +7.1% | -25.9% | +33.0% | +6.1% |
| 1Y | -0.8% | -8.5% | +7.6% | -1.2% |
| 3Y | +85.0% | +165.5% | -80.6% | +86.7% |
| All | +152.4% | +210.8% | -58.4% | +165.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling