-18.0%
CPB vs GGLL
-11.6%
-6.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.5% | -0.6% | +6.2% |
| 7D | +13.0% | -23.1% | +36.1% | +11.7% |
| 30D | +20.5% | -32.9% | +53.4% | +18.6% |
| 3M | +2.2% | -44.9% | +47.1% | +0.3% |
| 6M | +15.4% | -49.5% | +64.9% | +12.2% |
| YTD | -12.3% | -28.9% | +16.6% | -12.1% |
| 1Y | -18.0% | -12.2% | -5.8% | -15.7% |
| All | -18.0% | -11.6% | -6.4% | -15.7% |
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 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