+90.5%
CME vs GGLL
+210.8%
-120.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.8% |
| 7D | +3.9% | +7.7% | -3.7% | +4.0% |
| 30D | +11.3% | -30.2% | +41.6% | +11.1% |
| 3M | +19.6% | -31.3% | +50.8% | +19.3% |
| 6M | +8.1% | -52.1% | +60.2% | +7.7% |
| YTD | +20.4% | -25.9% | +46.3% | +20.5% |
| 1Y | +16.5% | -8.5% | +24.9% | +16.7% |
| 3Y | +66.4% | +165.5% | -99.1% | +60.8% |
| All | +90.5% | +210.8% | -120.3% | +84.1% |
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