+48.3%
CVS vs GGLL
+172.3%
-124.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.3% |
| 7D | +10.4% | +11.5% | -1.1% | +10.5% |
| 30D | +3.3% | -31.2% | +34.5% | +3.5% |
| 3M | -4.5% | -28.7% | +24.1% | -4.3% |
| 6M | -4.4% | -47.2% | +42.8% | -4.1% |
| YTD | +16.6% | -24.3% | +40.9% | +17.0% |
| 1Y | +15.3% | -12.0% | +27.3% | +15.7% |
| All | +48.3% | +172.3% | -124.0% | +43.8% |
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