+328.7%
GGLL vs COO
-6.4%
+335.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.7% |
| 7D | -4.8% | -2.2% | -2.6% | -3.8% |
| 30D | -13.7% | -7.0% | -6.7% | -10.9% |
| 3M | -21.9% | +12.2% | -34.1% | -26.3% |
| 6M | +11.7% | -15.1% | +26.8% | +19.4% |
| YTD | +2.3% | -15.1% | +17.4% | +9.1% |
| 1Y | +76.2% | +2.3% | +73.8% | +71.7% |
| 3Y | +245.0% | -23.7% | +268.7% | +263.2% |
| All | +328.7% | -6.4% | +335.1% | +299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling