+46.7%
CDE vs GGLL
+64.8%
-18.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.2% | +2.7% |
| 7D | -2.0% | -3.9% | +1.9% | -1.1% |
| 30D | +15.7% | -15.4% | +31.1% | +20.1% |
| 3M | +30.5% | -21.9% | +52.4% | +37.5% |
| 6M | -7.4% | +4.5% | -11.9% | -13.4% |
| YTD | +17.9% | -2.4% | +20.3% | +9.9% |
| 1Y | +46.7% | +57.8% | -11.1% | -1.1% |
| All | +46.7% | +64.8% | -18.1% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling