+19.6%
CDW vs GGLL
-15.1%
+34.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.3% |
| 7D | +9.1% | +11.5% | -2.4% | +8.5% |
| 30D | +13.7% | -31.2% | +44.9% | +14.4% |
| 3M | +27.0% | -28.7% | +55.7% | +27.5% |
| 6M | +75.9% | -47.2% | +123.1% | +76.3% |
| YTD | +28.9% | -24.3% | +53.1% | +24.4% |
| 1Y | +19.6% | -12.0% | +31.6% | +14.1% |
| All | +19.6% | -15.1% | +34.7% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling