+74.2%
CVE vs GGLL
+184.7%
-110.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -2.5% |
| 7D | -14.1% | -1.3% | -12.8% | -14.0% |
| 30D | -11.6% | -36.3% | +24.6% | -9.4% |
| 3M | 0.0% | -42.7% | +42.7% | +3.1% |
| 6M | -8.4% | -53.1% | +44.7% | -4.6% |
| YTD | +65.9% | -32.1% | +98.0% | +65.4% |
| 1Y | +69.4% | -20.1% | +89.5% | +64.8% |
| 3Y | +55.9% | +151.7% | -95.8% | +25.8% |
| All | +74.2% | +184.7% | -110.4% | +48.1% |
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