+31.0%
CHD vs GGLL
-11.6%
+42.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.5% | -3.9% | +2.5% |
| 7D | +6.9% | -23.1% | +30.1% | +7.3% |
| 30D | +17.1% | -32.9% | +50.0% | +17.9% |
| 3M | +9.1% | -44.9% | +54.0% | +10.4% |
| 6M | +21.4% | -49.5% | +70.9% | +23.0% |
| YTD | +34.9% | -28.9% | +63.8% | +36.8% |
| 1Y | +31.0% | -12.2% | +43.2% | +36.1% |
| All | +31.0% | -11.6% | +42.7% | +36.1% |
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