+316.3%
CAH vs GGLL
+195.8%
+120.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.5% | +0.9% |
| 7D | +7.8% | +6.3% | +1.5% | +7.8% |
| 30D | +15.5% | -35.1% | +50.6% | +15.7% |
| 3M | +16.3% | -37.7% | +54.0% | +16.5% |
| 6M | +50.0% | -54.1% | +104.1% | +50.8% |
| YTD | +34.7% | -29.4% | +64.2% | +34.1% |
| 1Y | +35.9% | -13.4% | +49.3% | +34.8% |
| 3Y | +178.5% | +158.3% | +20.2% | +166.8% |
| All | +316.3% | +195.8% | +120.5% | +312.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling