+67.7%
CME vs GGLL
+328.7%
-261.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | -0.3% |
| 7D | -1.6% | -4.8% | +3.2% | -1.6% |
| 30D | +6.2% | -13.7% | +19.9% | +6.2% |
| 3M | +10.4% | -21.9% | +32.3% | +10.4% |
| 6M | -9.5% | +11.7% | -21.2% | -9.2% |
| YTD | +6.0% | +2.3% | +3.7% | +6.3% |
| 1Y | +9.3% | +76.2% | -66.9% | +9.6% |
| 3Y | +57.7% | +245.0% | -187.3% | +53.1% |
| All | +67.7% | +328.7% | -261.0% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling