+43.3%
CHD vs GGLL
+195.8%
-152.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.8% |
| 7D | +0.8% | +6.3% | -5.6% | +0.8% |
| 30D | +13.5% | -35.1% | +48.6% | +13.6% |
| 3M | +8.1% | -37.7% | +45.8% | +8.3% |
| 6M | +19.9% | -54.1% | +74.0% | +20.0% |
| YTD | +34.0% | -29.4% | +63.4% | +34.5% |
| 1Y | +29.8% | -13.4% | +43.2% | +30.5% |
| 3Y | +28.7% | +158.3% | -129.6% | +25.3% |
| All | +43.3% | +195.8% | -152.5% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling