+384.3%
CDE vs GGLL
+210.8%
+173.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.7% |
| 7D | -9.6% | +7.7% | -17.3% | -11.5% |
| 30D | -6.7% | -30.2% | +23.5% | +1.6% |
| 3M | -24.2% | -31.3% | +7.0% | -17.5% |
| 6M | -29.1% | -52.1% | +23.0% | -15.8% |
| YTD | -21.5% | -25.9% | +4.3% | -19.5% |
| 1Y | -7.4% | -8.5% | +1.1% | -11.3% |
| 3Y | +596.3% | +165.5% | +430.8% | +368.1% |
| All | +384.3% | +210.8% | +173.5% | +248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling