+31.9%
CNH vs GGLL
+157.4%
-125.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.3% |
| 7D | +4.5% | +5.1% | -0.6% | +4.0% |
| 30D | +7.6% | -35.5% | +43.1% | +11.9% |
| 3M | +17.0% | -39.2% | +56.1% | +22.1% |
| 6M | +12.9% | -54.4% | +67.3% | +21.2% |
| YTD | +34.3% | -29.8% | +64.1% | +35.7% |
| 1Y | +28.5% | -20.4% | +48.9% | +27.8% |
| 3Y | +31.9% | +149.7% | -117.9% | +12.2% |
| All | +31.9% | +157.4% | -125.5% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling