+103.3%
CVE vs GGLL
+328.7%
-225.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.2% |
| 7D | +2.5% | -4.8% | +7.3% | +2.8% |
| 30D | +16.7% | -13.7% | +30.4% | +17.8% |
| 3M | +9.3% | -21.9% | +31.1% | +10.7% |
| 6M | +43.6% | +11.7% | +31.9% | +39.1% |
| YTD | +93.6% | +2.3% | +91.3% | +89.0% |
| 1Y | +98.8% | +76.2% | +22.6% | +79.4% |
| 3Y | +73.6% | +245.0% | -171.4% | +38.0% |
| All | +103.3% | +328.7% | -225.4% | +69.2% |
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