+233.0%
CEG vs GGLL
+194.0%
+39.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | +1.7% | +5.1% | -3.4% | +0.6% |
| 30D | -10.2% | -35.5% | +25.3% | -3.3% |
| 3M | -0.8% | -39.2% | +38.3% | +7.5% |
| 6M | -11.5% | -54.4% | +42.8% | +0.7% |
| YTD | -23.9% | -29.8% | +6.0% | -22.8% |
| 1Y | -25.4% | -20.4% | -5.0% | -27.0% |
| 3Y | +124.2% | +149.7% | -25.6% | +59.9% |
| All | +233.0% | +194.0% | +39.0% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling