+120.3%
GGLL vs CAI
-14.7%
+135.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -1.6% |
| 7D | +7.7% | -8.7% | +16.4% | +9.0% |
| 30D | -30.2% | -23.8% | -6.4% | -27.9% |
| 3M | -31.3% | +3.9% | -35.1% | -32.1% |
| 6M | -52.1% | +56.8% | -108.9% | -55.6% |
| YTD | -25.9% | -14.6% | -11.2% | -27.2% |
| 1Y | -8.5% | -5.2% | -3.3% | -11.0% |
| All | +120.3% | -14.7% | +135.0% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling