+60.2%
GGLL vs CNI
+31.9%
+28.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -5.8% | -1.1% | -4.7% | -5.7% |
| 30D | -7.2% | -3.5% | -3.7% | -6.9% |
| 3M | -17.5% | +2.2% | -19.8% | -18.7% |
| 6M | +5.1% | +15.1% | -10.0% | -0.7% |
| YTD | -1.3% | +24.7% | -26.0% | -6.1% |
| 1Y | +60.2% | +33.4% | +26.8% | +47.9% |
| All | +60.2% | +31.9% | +28.3% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling