-3.5%
CPNG vs GGLL
+194.0%
-197.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | +7.2% | +5.1% | +2.1% | +6.4% |
| 30D | +3.2% | -35.5% | +38.7% | +10.1% |
| 3M | +0.9% | -39.2% | +40.0% | +8.4% |
| 6M | -3.8% | -54.4% | +50.5% | +7.6% |
| YTD | -30.8% | -29.8% | -0.9% | -29.4% |
| 1Y | -43.5% | -20.4% | -23.1% | -44.0% |
| 3Y | +6.6% | +149.7% | -143.1% | -24.6% |
| All | -3.5% | +194.0% | -197.6% | -34.2% |
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 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