+134.1%
COR vs GGLL
+188.6%
-54.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.8% |
| 7D | +0.8% | +3.1% | -2.3% | +0.9% |
| 30D | +5.1% | -36.3% | +41.5% | +3.9% |
| 3M | +2.8% | -40.4% | +43.2% | +1.4% |
| 6M | +32.5% | -54.6% | +87.2% | +30.1% |
| YTD | -0.7% | -31.1% | +30.5% | -1.8% |
| 1Y | -6.7% | -19.2% | +12.5% | -7.4% |
| 3Y | +73.7% | +151.5% | -77.8% | +74.9% |
| All | +134.1% | +188.6% | -54.6% | +145.6% |
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