-99.7%
CYCU vs GGLL
+67.7%
-167.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -3.1% | +5.1% | -8.2% | -2.9% |
| 30D | -16.8% | -35.5% | +18.6% | -19.1% |
| 3M | -52.4% | -39.2% | -13.3% | -54.4% |
| 6M | -64.1% | -54.4% | -9.7% | -62.0% |
| YTD | -88.8% | -29.8% | -59.0% | -89.2% |
| 1Y | -88.1% | -20.4% | -67.7% | -88.5% |
| All | -99.7% | +67.7% | -167.4% | -99.7% |
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 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