-28.5%
CEG vs GGLL
-19.4%
-9.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +4.2% |
| 7D | -4.7% | +3.1% | -7.8% | -4.9% |
| 30D | -16.6% | -36.3% | +19.8% | -14.5% |
| 3M | -4.1% | -40.4% | +36.2% | -1.3% |
| 6M | -22.3% | -54.6% | +32.3% | -17.2% |
| YTD | -28.9% | -31.1% | +2.2% | -28.3% |
| 1Y | -28.5% | -19.2% | -9.3% | -31.1% |
| All | -28.5% | -19.4% | -9.0% | -31.1% |
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