+328.7%
GGLL vs CNI
+15.4%
+313.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -4.8% | -2.1% | -2.7% | -3.6% |
| 30D | -13.7% | -3.3% | -10.4% | -12.1% |
| 3M | -21.9% | +3.8% | -25.7% | -24.5% |
| 6M | +11.7% | +12.7% | -1.0% | +1.9% |
| YTD | +2.3% | +26.3% | -24.0% | -13.9% |
| 1Y | +76.2% | +29.9% | +46.3% | +44.6% |
| 3Y | +245.0% | +15.9% | +229.1% | +197.9% |
| All | +328.7% | +15.4% | +313.3% | +285.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling