+26.6%
CP vs GGLL
+188.6%
-162.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.8% |
| 7D | +2.8% | +3.1% | -0.3% | +2.5% |
| 30D | +10.2% | -36.3% | +46.5% | +14.3% |
| 3M | +2.4% | -40.4% | +42.7% | +6.6% |
| 6M | +7.7% | -54.6% | +62.3% | +14.6% |
| YTD | +26.0% | -31.1% | +57.1% | +27.4% |
| 1Y | +34.6% | -19.2% | +53.8% | +33.2% |
| 3Y | +26.7% | +151.5% | -124.8% | +3.4% |
| All | +26.6% | +188.6% | -162.0% | -0.1% |
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