+40.7%
CHD vs GGLL
+188.6%
-147.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.8% |
| 7D | +2.0% | +3.1% | -1.1% | +2.0% |
| 30D | +13.0% | -36.3% | +49.3% | +13.1% |
| 3M | +6.1% | -40.4% | +46.5% | +6.2% |
| 6M | +15.9% | -54.6% | +70.5% | +16.0% |
| YTD | +31.6% | -31.1% | +62.8% | +32.1% |
| 1Y | +28.5% | -19.2% | +47.6% | +29.2% |
| 3Y | +30.5% | +151.5% | -121.1% | +27.0% |
| All | +40.7% | +188.6% | -147.9% | +35.6% |
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