+63.2%
CME vs GGLL
+154.9%
-91.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.4% |
| 7D | +0.9% | +3.1% | -2.2% | +1.0% |
| 30D | +13.2% | -36.3% | +49.5% | +11.7% |
| 3M | +16.3% | -40.4% | +56.6% | +14.5% |
| 6M | +7.1% | -54.6% | +61.8% | +4.7% |
| YTD | +15.8% | -31.1% | +47.0% | +15.7% |
| 1Y | +17.1% | -19.2% | +36.3% | +18.0% |
| 3Y | +63.2% | +151.5% | -88.4% | +75.7% |
| All | +63.2% | +154.9% | -91.8% | +75.7% |
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