+28.9%
CP vs GGLL
+151.4%
-122.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.4% |
| 7D | +6.1% | -1.3% | +7.4% | +6.2% |
| 30D | +9.8% | -36.3% | +46.0% | +12.9% |
| 3M | +2.7% | -42.7% | +45.4% | +6.3% |
| 6M | +12.8% | -53.1% | +65.8% | +18.1% |
| YTD | +28.2% | -32.1% | +60.2% | +29.3% |
| 1Y | +34.1% | -20.1% | +54.2% | +33.0% |
| All | +28.9% | +151.4% | -122.6% | +16.2% |
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