-31.9%
CEG vs GGLL
-11.6%
-20.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.5% | -13.2% | -7.0% |
| 7D | -4.8% | -23.1% | +18.3% | -3.7% |
| 30D | -8.2% | -32.9% | +24.7% | -6.2% |
| 3M | -7.9% | -44.9% | +37.0% | -4.4% |
| 6M | -23.2% | -49.5% | +26.3% | -19.4% |
| YTD | -30.1% | -28.9% | -1.2% | -29.7% |
| 1Y | -31.9% | -12.2% | -19.7% | -35.7% |
| All | -31.9% | -11.6% | -20.3% | -35.7% |
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