+151.2%
GGLL vs CNI
+21.0%
+130.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +5.1% | +0.4% | +4.7% | +5.0% |
| 30D | -35.5% | +7.6% | -43.1% | -37.6% |
| 3M | -39.2% | +1.9% | -41.0% | -39.7% |
| 6M | -54.4% | +14.8% | -69.2% | -58.1% |
| YTD | -29.8% | +30.5% | -60.3% | -40.3% |
| 1Y | -20.4% | +36.5% | -56.9% | -34.2% |
| All | +151.2% | +21.0% | +130.2% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling