+6.1%
CTVA vs GGLL
+210.8%
-204.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.7% |
| 7D | -20.8% | +7.7% | -28.4% | -20.9% |
| 30D | -29.6% | -30.2% | +0.6% | -29.1% |
| 3M | -16.9% | -31.3% | +14.4% | -16.3% |
| 6M | -24.3% | -52.1% | +27.8% | -22.5% |
| YTD | -5.6% | -25.9% | +20.2% | -6.0% |
| 1Y | -4.2% | -8.5% | +4.3% | -5.9% |
| 3Y | +43.3% | +165.5% | -122.3% | +27.3% |
| All | +6.1% | +210.8% | -204.7% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling