+206.6%
GGLL vs COO
-15.4%
+222.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | +2.9% | -2.3% | +5.2% | +3.8% |
| 30D | -33.1% | +13.3% | -46.4% | -36.7% |
| 3M | -31.2% | -18.1% | -13.1% | -25.7% |
| 6M | -49.4% | +6.7% | -56.0% | -51.8% |
| YTD | -26.8% | -23.2% | -3.6% | -19.3% |
| 1Y | -17.7% | -12.3% | -5.4% | -14.6% |
| 3Y | +160.4% | -23.6% | +184.0% | +160.7% |
| All | +206.6% | -15.4% | +222.0% | +195.5% |
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