+188.6%
GGLL vs COO
-16.1%
+204.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.1% |
| 7D | +3.1% | +4.7% | -1.6% | +1.3% |
| 30D | -36.3% | +13.9% | -50.2% | -39.8% |
| 3M | -40.4% | -14.9% | -25.4% | -36.7% |
| 6M | -54.6% | +2.0% | -56.6% | -55.9% |
| YTD | -31.1% | -23.9% | -7.2% | -23.8% |
| 1Y | -19.2% | -9.6% | -9.6% | -17.3% |
| 3Y | +151.5% | -25.4% | +177.0% | +156.0% |
| All | +188.6% | -16.1% | +204.8% | +179.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling