-54.6%
GGLL vs CAI
+31.2%
-85.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.6% |
| 7D | +3.1% | -26.5% | +29.6% | +5.4% |
| 30D | -36.3% | -6.9% | -29.4% | -35.8% |
| 3M | -40.4% | +26.1% | -66.5% | -40.2% |
| 6M | -54.6% | +31.9% | -86.5% | -54.3% |
| All | -54.6% | +31.2% | -85.8% | -54.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling