+22.5%
CHD vs GGLL
+309.0%
-286.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.4% |
| 7D | -4.2% | -3.9% | -0.3% | -4.1% |
| 30D | -7.6% | -15.4% | +7.8% | -7.5% |
| 3M | -1.6% | -21.9% | +20.3% | -1.5% |
| 6M | -6.3% | +4.5% | -10.8% | -6.0% |
| YTD | +14.6% | -2.4% | +17.0% | +14.9% |
| 1Y | +1.6% | +57.8% | -56.2% | +2.2% |
| 3Y | +3.1% | +227.2% | -224.1% | +0.9% |
| All | +22.5% | +309.0% | -286.5% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling