-12.5%
CPNG vs GGLL
+328.4%
-340.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.1% | -3.1% |
| 7D | -6.3% | +1.9% | -8.1% | -6.6% |
| 30D | -8.7% | -9.7% | +1.0% | -7.3% |
| 3M | -2.4% | -18.0% | +15.6% | 0.0% |
| 6M | -22.3% | +15.3% | -37.6% | -26.2% |
| YTD | -37.2% | +2.2% | -39.4% | -39.2% |
| 1Y | -53.0% | +73.1% | -126.1% | -59.3% |
| 3Y | -20.0% | +242.7% | -262.7% | -45.4% |
| All | -12.5% | +328.4% | -340.9% | -43.4% |
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