+28.0%
CNH vs GGLL
+80.0%
-52.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.4% | +4.3% |
| 7D | +23.3% | -4.8% | +28.1% | +23.9% |
| 30D | +33.5% | -13.7% | +47.1% | +35.5% |
| 3M | +32.7% | -21.9% | +54.6% | +35.7% |
| 6M | +22.2% | +11.7% | +10.5% | +18.4% |
| YTD | +57.7% | +2.3% | +55.4% | +52.4% |
| 1Y | +28.0% | +76.2% | -48.2% | +20.1% |
| All | +28.0% | +80.0% | -52.0% | +20.1% |
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