+194.0%
GGLL vs CNI
+19.2%
+174.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +5.1% | +0.4% | +4.7% | +4.9% |
| 30D | -35.5% | +7.6% | -43.1% | -38.2% |
| 3M | -39.2% | +1.9% | -41.0% | -39.9% |
| 6M | -54.4% | +14.8% | -69.2% | -58.7% |
| YTD | -29.8% | +30.5% | -60.3% | -42.1% |
| 1Y | -20.4% | +36.5% | -56.9% | -36.6% |
| 3Y | +149.7% | +20.7% | +129.0% | +110.4% |
| All | +194.0% | +19.2% | +174.9% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling