+92.3%
COST vs GGLL
+154.9%
-62.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | +4.1% | +3.1% | +1.0% | +3.9% |
| 30D | +12.0% | -36.3% | +48.3% | +13.8% |
| 3M | +11.2% | -40.4% | +51.5% | +13.3% |
| 6M | +6.1% | -54.6% | +60.7% | +9.3% |
| YTD | +22.9% | -31.1% | +54.0% | +23.4% |
| 1Y | +14.7% | -19.2% | +33.9% | +13.8% |
| 3Y | +92.3% | +151.5% | -59.2% | +70.6% |
| All | +92.3% | +154.9% | -62.6% | +70.6% |
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 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