+80.2%
COST vs GGLL
+328.4%
-248.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.2% | +1.9% | -5.0% | -3.3% |
| 30D | -4.0% | -9.7% | +5.8% | -3.2% |
| 3M | -6.5% | -18.0% | +11.5% | -5.4% |
| 6M | -8.5% | +15.3% | -23.8% | -11.0% |
| YTD | +6.0% | +2.2% | +3.8% | +4.2% |
| 1Y | -5.8% | +73.1% | -78.9% | -13.3% |
| 3Y | +71.8% | +242.7% | -170.9% | +36.2% |
| All | +80.2% | +328.4% | -248.2% | +35.7% |
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