+312.4%
CAH vs GGLL
+188.6%
+123.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.5% |
| 7D | +8.5% | +3.1% | +5.4% | +8.5% |
| 30D | +17.0% | -36.3% | +53.4% | +17.3% |
| 3M | +14.6% | -40.4% | +55.0% | +14.9% |
| 6M | +42.5% | -54.6% | +97.2% | +43.3% |
| YTD | +33.5% | -31.1% | +64.6% | +32.9% |
| 1Y | +38.5% | -19.2% | +57.7% | +37.5% |
| 3Y | +179.0% | +151.5% | +27.5% | +167.4% |
| All | +312.4% | +188.6% | +123.8% | +309.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling