+251.2%
CEG vs GGLL
+217.5%
+33.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +2.1% |
| 7D | +17.8% | +11.5% | +6.3% | +15.5% |
| 30D | -4.5% | -31.2% | +26.7% | +1.6% |
| 3M | +1.5% | -28.7% | +30.2% | +6.8% |
| 6M | -3.5% | -47.2% | +43.7% | +6.5% |
| YTD | -19.7% | -24.3% | +4.6% | -19.7% |
| 1Y | -19.8% | -12.0% | -7.8% | -23.1% |
| 3Y | +136.4% | +169.6% | -33.2% | +66.3% |
| All | +251.2% | +217.5% | +33.8% | +137.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling