-12.8%
CPNG vs GGLL
+309.0%
-321.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.4% |
| 7D | -7.6% | -3.9% | -3.7% | -7.0% |
| 30D | -8.8% | -15.4% | +6.5% | -6.3% |
| 3M | -7.2% | -21.9% | +14.7% | -4.1% |
| 6M | -21.5% | +4.5% | -26.0% | -24.1% |
| YTD | -37.4% | -2.4% | -35.0% | -39.0% |
| 1Y | -54.3% | +57.8% | -112.1% | -59.8% |
| 3Y | -20.3% | +227.2% | -247.5% | -45.2% |
| All | -12.8% | +309.0% | -321.8% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling