+32.1%
CVS vs GGLL
+154.9%
-122.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +3.1% |
| 7D | -7.1% | +3.1% | -10.2% | -7.1% |
| 30D | -4.0% | -36.3% | +32.3% | -3.8% |
| 3M | -12.2% | -40.4% | +28.1% | -12.0% |
| 6M | -2.2% | -54.6% | +52.4% | -1.9% |
| YTD | +8.9% | -31.1% | +40.0% | +9.2% |
| 1Y | +9.9% | -19.2% | +29.1% | +10.2% |
| 3Y | +32.1% | +151.5% | -119.4% | +26.2% |
| All | +32.1% | +154.9% | -122.9% | +26.2% |
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