+271.8%
CEG vs GGLL
+328.7%
-56.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +5.4% |
| 7D | +8.0% | -4.8% | +12.8% | +9.0% |
| 30D | +12.9% | -13.7% | +26.6% | +16.1% |
| 3M | +13.2% | -21.9% | +35.0% | +17.5% |
| 6M | -7.0% | +11.7% | -18.6% | -12.5% |
| YTD | -15.0% | +2.3% | -17.3% | -18.7% |
| 1Y | -2.7% | +76.2% | -78.9% | -19.7% |
| 3Y | +184.1% | +245.0% | -60.9% | +92.3% |
| All | +271.8% | +328.7% | -56.9% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling