-12.2%
GGLL vs COO
-7.7%
-4.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.9% | +0.6% | +5.2% |
| 7D | -23.1% | +8.4% | -31.5% | -24.5% |
| 30D | -32.9% | +13.5% | -46.4% | -35.1% |
| 3M | -44.9% | -13.8% | -31.1% | -40.5% |
| 6M | -49.5% | +4.7% | -54.2% | -50.9% |
| YTD | -28.9% | -21.4% | -7.5% | -21.5% |
| 1Y | -12.2% | -6.7% | -5.4% | -14.2% |
| All | -12.2% | -7.7% | -4.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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