+36.2%
CTVA vs GGLL
+195.8%
-159.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.7% |
| 7D | +1.6% | +6.3% | -4.8% | +1.4% |
| 30D | -8.5% | -35.1% | +26.6% | -7.6% |
| 3M | +5.3% | -37.7% | +43.0% | +6.4% |
| 6M | -0.1% | -54.1% | +54.0% | +2.3% |
| YTD | +21.2% | -29.4% | +50.6% | +20.9% |
| 1Y | +27.0% | -13.4% | +40.4% | +24.8% |
| 3Y | +87.2% | +158.3% | -71.1% | +66.4% |
| All | +36.2% | +195.8% | -159.6% | +23.8% |
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 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