+65.9%
CME vs GGLL
+328.4%
-262.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.9% | +1.9% | -4.7% | -2.9% |
| 30D | +5.5% | -9.7% | +15.3% | +5.5% |
| 3M | +11.0% | -18.0% | +29.0% | +10.9% |
| 6M | -9.7% | +15.3% | -24.9% | -9.4% |
| YTD | +4.9% | +2.2% | +2.7% | +5.1% |
| 1Y | +10.1% | +73.1% | -63.0% | +10.4% |
| 3Y | +53.5% | +242.7% | -189.2% | +49.1% |
| All | +65.9% | +328.4% | -262.5% | +60.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling