+62.9%
CSX vs GGLL
+188.6%
-125.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -3.5% |
| 7D | -5.5% | +3.1% | -8.6% | -5.7% |
| 30D | +4.9% | -36.3% | +41.3% | +8.1% |
| 3M | -2.9% | -40.4% | +37.5% | +0.4% |
| 6M | +8.3% | -54.6% | +63.0% | +14.3% |
| YTD | +36.7% | -31.1% | +67.9% | +37.1% |
| 1Y | +41.5% | -19.2% | +60.7% | +39.1% |
| 3Y | +68.6% | +151.5% | -82.9% | +36.4% |
| All | +62.9% | +188.6% | -125.7% | +26.5% |
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