+37.4%
CAH vs GGLL
-15.1%
+52.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.3% |
| 7D | +3.9% | +11.5% | -7.7% | +4.1% |
| 30D | +16.0% | -31.2% | +47.3% | +15.3% |
| 3M | +19.1% | -28.7% | +47.7% | +18.3% |
| 6M | +53.0% | -47.2% | +100.2% | +52.1% |
| YTD | +36.6% | -24.3% | +60.9% | +33.1% |
| 1Y | +37.4% | -12.0% | +49.4% | +32.7% |
| All | +37.4% | -15.1% | +52.5% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling