+85.1%
CME vs GGLL
+194.0%
-108.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +1.7% | +5.1% | -3.4% | +1.7% |
| 30D | +10.2% | -35.5% | +45.7% | +9.9% |
| 3M | +17.8% | -39.2% | +56.9% | +17.5% |
| 6M | +11.0% | -54.4% | +65.4% | +10.6% |
| YTD | +17.0% | -29.8% | +46.9% | +17.1% |
| 1Y | +15.8% | -20.4% | +36.2% | +16.0% |
| 3Y | +61.8% | +149.7% | -88.0% | +56.3% |
| All | +85.1% | +194.0% | -108.9% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling