+85.7%
CAVA vs GGLL
+166.5%
-80.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | -1.6% | +7.7% | -9.2% | -2.8% |
| 30D | +12.9% | -30.2% | +43.1% | +18.6% |
| 3M | -19.3% | -31.3% | +11.9% | -15.1% |
| 6M | -19.5% | -52.1% | +32.6% | -10.0% |
| YTD | -0.8% | -25.9% | +25.1% | -1.4% |
| 1Y | +20.8% | -8.5% | +29.3% | +13.6% |
| 3Y | +85.7% | +165.5% | -79.9% | +39.7% |
| All | +85.7% | +166.5% | -80.8% | +39.7% |
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 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