+125.1%
GGLL vs CAI
-11.3%
+136.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +3.8% |
| 7D | +11.5% | -8.0% | +19.5% | +12.7% |
| 30D | -31.2% | -18.9% | -12.4% | -29.6% |
| 3M | -28.7% | +7.6% | -36.3% | -29.8% |
| 6M | -47.2% | +43.0% | -90.1% | -50.4% |
| YTD | -24.3% | -11.2% | -13.1% | -26.1% |
| 1Y | -12.0% | -3.3% | -8.7% | -14.8% |
| All | +125.1% | -11.3% | +136.3% | +113.9% |
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