-23.4%
CEG vs GGLL
-19.1%
-4.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -3.0% |
| 7D | +1.7% | +5.1% | -3.4% | +1.4% |
| 30D | -10.2% | -35.5% | +25.3% | -7.9% |
| 3M | -0.8% | -39.2% | +38.3% | +2.1% |
| 6M | -11.5% | -54.4% | +42.8% | -5.3% |
| YTD | -23.9% | -29.8% | +6.0% | -23.4% |
| All | -23.4% | -19.1% | -4.4% | -26.3% |
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 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