+179.6%
CAH vs GGLL
+166.5%
+13.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.0% |
| 7D | +3.5% | +7.7% | -4.2% | +3.5% |
| 30D | +13.5% | -30.2% | +43.7% | +13.2% |
| 3M | +21.8% | -31.3% | +53.1% | +21.6% |
| 6M | +51.5% | -52.1% | +103.6% | +51.2% |
| YTD | +38.1% | -25.9% | +63.9% | +37.2% |
| 1Y | +37.7% | -8.5% | +46.2% | +36.8% |
| 3Y | +179.6% | +165.5% | +14.1% | +180.6% |
| All | +179.6% | +166.5% | +13.1% | +180.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling