+604.6%
CDE vs GGLL
+313.5%
+291.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.4% |
| 7D | -6.1% | -5.8% | -0.3% | -4.6% |
| 30D | +9.5% | -7.2% | +16.7% | +11.5% |
| 3M | +32.0% | -17.5% | +49.5% | +36.7% |
| 6M | -12.8% | +5.1% | -17.9% | -16.8% |
| YTD | +14.2% | -1.3% | +15.5% | +10.0% |
| 1Y | +36.3% | +60.2% | -23.9% | +12.6% |
| 3Y | +821.4% | +230.8% | +590.6% | +487.6% |
| All | +604.6% | +313.5% | +291.1% | +375.7% |
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