-9.7%
CPNG vs GGLL
+328.7%
-338.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.0% |
| 7D | -7.4% | -4.8% | -2.7% | -6.7% |
| 30D | -4.4% | -13.7% | +9.3% | -2.1% |
| 3M | -7.5% | -21.9% | +14.3% | -4.3% |
| 6M | -19.9% | +11.7% | -31.6% | -23.5% |
| YTD | -35.2% | +2.3% | -37.5% | -37.3% |
| 1Y | -46.8% | +76.2% | -123.0% | -54.1% |
| 3Y | -20.2% | +245.0% | -265.1% | -45.6% |
| All | -9.7% | +328.7% | -338.4% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling