+89.2%
CME vs GGLL
+206.6%
-117.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +2.2% |
| 7D | +2.5% | +2.9% | -0.4% | +2.5% |
| 30D | +13.9% | -33.1% | +47.1% | +13.7% |
| 3M | +22.4% | -31.2% | +53.6% | +22.2% |
| 6M | +12.9% | -49.4% | +62.2% | +12.6% |
| YTD | +19.6% | -26.8% | +46.4% | +19.7% |
| 1Y | +17.7% | -17.7% | +35.4% | +17.9% |
| 3Y | +65.3% | +160.4% | -95.1% | +59.8% |
| All | +89.2% | +206.6% | -117.4% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling