+321.1%
CAH vs GGLL
+206.6%
+114.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.0% | +0.2% |
| 7D | +5.9% | +2.9% | +3.0% | +5.9% |
| 30D | +16.5% | -33.1% | +49.7% | +16.7% |
| 3M | +15.7% | -31.2% | +46.9% | +15.9% |
| 6M | +52.7% | -49.4% | +102.1% | +53.4% |
| YTD | +36.3% | -26.8% | +63.1% | +35.7% |
| 1Y | +36.7% | -17.7% | +54.5% | +35.8% |
| 3Y | +178.2% | +160.4% | +17.7% | +166.8% |
| All | +321.1% | +206.6% | +114.5% | +317.6% |
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