+44.2%
CHD vs GGLL
+206.6%
-162.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | +0.2% |
| 7D | 0.0% | +2.9% | -2.9% | 0.0% |
| 30D | +12.2% | -33.1% | +45.3% | +12.3% |
| 3M | +9.3% | -31.2% | +40.5% | +9.4% |
| 6M | +24.3% | -49.4% | +73.6% | +24.4% |
| YTD | +34.9% | -26.8% | +61.7% | +35.3% |
| 1Y | +32.7% | -17.7% | +50.4% | +33.3% |
| 3Y | +29.4% | +160.4% | -131.0% | +26.3% |
| All | +44.2% | +206.6% | -162.4% | +38.9% |
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