+17.1%
COST vs GGLL
-17.3%
+34.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +4.6% | +5.1% | -0.5% | +4.6% |
| 30D | +12.8% | -35.5% | +48.2% | +12.7% |
| 3M | +12.1% | -39.2% | +51.2% | +11.9% |
| 6M | +6.0% | -54.4% | +60.4% | +5.8% |
| YTD | +24.4% | -29.8% | +54.2% | +25.0% |
| 1Y | +17.1% | -20.4% | +37.5% | +18.6% |
| All | +17.1% | -17.3% | +34.4% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling