+203.9%
GGLL vs CAI
-7.1%
+211.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | -4.8% | -2.2% | -2.6% | -4.5% |
| 30D | -13.7% | +52.4% | -66.1% | -18.9% |
| 3M | -21.9% | +45.1% | -66.9% | -25.9% |
| 6M | +11.7% | +26.2% | -14.6% | +6.5% |
| YTD | +2.3% | -7.1% | +9.4% | -0.1% |
| 1Y | +76.2% | -31.0% | +107.2% | +76.6% |
| All | +203.9% | -7.1% | +211.1% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling