+627.5%
CDE vs GGLL
+309.0%
+318.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.2% | +2.9% |
| 7D | -2.0% | -3.9% | +1.9% | -1.0% |
| 30D | +15.7% | -15.4% | +31.1% | +20.7% |
| 3M | +30.5% | -21.9% | +52.4% | +37.4% |
| 6M | -7.4% | +4.5% | -11.9% | -11.5% |
| YTD | +17.9% | -2.4% | +20.3% | +13.9% |
| 1Y | +46.7% | +57.8% | -11.1% | +21.7% |
| 3Y | +851.3% | +227.2% | +624.1% | +508.5% |
| All | +627.5% | +309.0% | +318.4% | +392.6% |
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