+45.0%
CTVA vs GGLL
+328.4%
-283.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -2.1% | +1.9% | -3.9% | -2.1% |
| 30D | +12.0% | -9.7% | +21.8% | +12.4% |
| 3M | +13.5% | -18.0% | +31.5% | +14.1% |
| 6M | +12.1% | +15.3% | -3.1% | +10.3% |
| YTD | +29.0% | +2.2% | +26.8% | +27.7% |
| 1Y | +18.9% | +73.1% | -54.2% | +13.3% |
| 3Y | +78.9% | +242.7% | -163.8% | +58.3% |
| All | +45.0% | +328.4% | -283.4% | +30.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling