+835.9%
CDE vs GGLL
+247.9%
+588.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | +2.3% | +1.9% | +0.4% | +1.8% |
| 30D | +18.8% | -9.7% | +28.5% | +22.0% |
| 3M | +23.5% | -18.0% | +41.5% | +28.6% |
| 6M | -8.6% | +15.3% | -23.9% | -15.6% |
| YTD | +16.0% | +2.2% | +13.8% | +10.1% |
| 1Y | +42.1% | +73.1% | -31.0% | +12.2% |
| 3Y | +835.9% | +242.7% | +593.2% | +464.3% |
| All | +835.9% | +247.9% | +588.0% | +464.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling