+63.1%
CVE vs GGLL
+163.2%
-100.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.5% | -14.2% | -8.0% |
| 7D | -12.1% | -23.1% | +11.0% | -11.1% |
| 30D | -9.8% | -32.9% | +23.1% | -8.1% |
| 3M | -0.7% | -44.9% | +44.2% | +2.2% |
| 6M | -4.3% | -49.5% | +45.2% | -1.2% |
| YTD | +70.6% | -28.9% | +99.5% | +69.0% |
| 1Y | +73.2% | -12.2% | +85.3% | +65.6% |
| All | +63.1% | +163.2% | -100.2% | +30.3% |
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