-46.6%
CPB vs GGLL
+217.5%
-264.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.0% |
| 7D | -5.8% | +11.5% | -17.3% | -5.5% |
| 30D | +16.5% | -31.2% | +47.7% | +15.6% |
| 3M | -1.1% | -28.7% | +27.6% | -1.8% |
| 6M | +11.5% | -47.2% | +58.7% | +10.1% |
| YTD | -15.7% | -24.3% | +8.5% | -15.8% |
| 1Y | -24.7% | -12.0% | -12.7% | -24.5% |
| 3Y | -37.3% | +169.6% | -206.9% | -35.2% |
| All | -46.6% | +217.5% | -264.1% | -42.0% |
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