+37.9%
CAVA vs GGLL
+168.5%
-130.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | +0.1% | +5.1% | -5.0% | -0.7% |
| 30D | +12.6% | -35.5% | +48.1% | +20.1% |
| 3M | -1.9% | -39.2% | +37.2% | +5.5% |
| 6M | -23.9% | -54.4% | +30.4% | -14.4% |
| YTD | +2.9% | -29.8% | +32.7% | +3.4% |
| 1Y | +21.6% | -20.4% | +42.0% | +18.0% |
| 3Y | +94.4% | +149.7% | -55.4% | +34.8% |
| All | +37.9% | +168.5% | -130.6% | -1.4% |
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