+264.2%
CAH vs GGLL
+328.4%
-64.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +0.5% | +1.9% | -1.4% | +0.5% |
| 30D | +1.7% | -9.7% | +11.5% | +1.8% |
| 3M | +17.9% | -18.0% | +35.9% | +18.0% |
| 6M | +10.9% | +15.3% | -4.3% | +10.1% |
| YTD | +17.9% | +2.2% | +15.7% | +17.2% |
| 1Y | +61.7% | +73.1% | -11.4% | +59.6% |
| 3Y | +183.7% | +242.7% | -59.0% | +172.2% |
| All | +264.2% | +328.4% | -64.2% | +260.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling