-8.5%
GGLL vs COO
-12.3%
+3.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | +7.7% | +0.5% | +7.2% | +7.5% |
| 30D | -30.2% | +14.2% | -44.4% | -32.8% |
| 3M | -31.3% | -18.2% | -13.1% | -24.4% |
| 6M | -52.1% | +5.3% | -57.4% | -54.2% |
| YTD | -25.9% | -23.6% | -2.3% | -17.5% |
| 1Y | -8.5% | -12.7% | +4.2% | -6.8% |
| All | -8.5% | -12.3% | +3.8% | -6.8% |
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