+429.7%
CDE vs GGLL
+194.0%
+235.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -6.9% |
| 7D | +14.0% | +5.1% | +8.9% | +12.6% |
| 30D | -10.7% | -35.5% | +24.7% | -0.5% |
| 3M | -15.8% | -39.2% | +23.4% | -5.2% |
| 6M | -17.5% | -54.4% | +36.8% | -1.0% |
| YTD | -14.1% | -29.8% | +15.7% | -10.5% |
| 1Y | +2.9% | -20.4% | +23.3% | +2.7% |
| 3Y | +625.5% | +149.7% | +475.7% | +396.3% |
| All | +429.7% | +194.0% | +235.6% | +287.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling