+395.4%
CDE vs GGLL
+217.5%
+177.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.5% | -8.4% | -5.8% |
| 7D | -2.3% | +11.5% | -13.8% | -5.2% |
| 30D | -12.1% | -31.2% | +19.2% | -3.8% |
| 3M | -23.9% | -28.7% | +4.7% | -18.0% |
| 6M | -29.0% | -47.2% | +18.2% | -18.1% |
| YTD | -19.7% | -24.3% | +4.5% | -18.1% |
| 1Y | -8.4% | -12.0% | +3.6% | -11.2% |
| 3Y | +578.5% | +169.6% | +408.9% | +354.1% |
| All | +395.4% | +217.5% | +177.9% | +254.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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