+45.8%
CSX vs GGLL
-16.9%
+62.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.1% | -2.3% |
| 7D | -2.7% | -1.3% | -1.4% | -2.7% |
| 30D | +7.0% | -36.3% | +43.3% | +6.8% |
| 3M | -0.3% | -42.7% | +42.4% | -0.4% |
| 6M | +13.5% | -53.1% | +66.6% | +15.1% |
| YTD | +41.5% | -32.1% | +73.6% | +37.3% |
| 1Y | +45.8% | -20.1% | +65.8% | +40.8% |
| All | +45.8% | -16.9% | +62.7% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling