+203.0%
GGLL vs CAI
-9.9%
+212.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.2% |
| 7D | -0.3% | -2.9% | +2.6% | +0.1% |
| 30D | -4.0% | +9.3% | -13.3% | -5.1% |
| 3M | -15.5% | +35.2% | -50.7% | -19.0% |
| 6M | +7.6% | +30.7% | -23.1% | +2.5% |
| YTD | +2.0% | -9.8% | +11.7% | -0.1% |
| 1Y | +63.9% | -28.9% | +92.8% | +63.7% |
| All | +203.0% | -9.9% | +212.8% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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