+65.3%
CME vs GGLL
+163.0%
-97.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +2.3% |
| 7D | +2.5% | +2.9% | -0.4% | +2.6% |
| 30D | +13.9% | -33.1% | +47.1% | +12.6% |
| 3M | +22.4% | -31.2% | +53.6% | +21.1% |
| 6M | +12.9% | -49.4% | +62.2% | +10.8% |
| YTD | +19.6% | -26.8% | +46.4% | +19.7% |
| 1Y | +17.7% | -17.7% | +35.4% | +18.6% |
| All | +65.3% | +163.0% | -97.6% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling