+63.6%
CVS vs GGLL
+247.9%
-184.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | +1.9% | -3.4% | -1.6% |
| 30D | +0.4% | -9.7% | +10.1% | +0.5% |
| 3M | -0.4% | -18.0% | +17.6% | -0.3% |
| 6M | +25.1% | +15.3% | +9.9% | +25.3% |
| YTD | +23.9% | +2.2% | +21.7% | +24.0% |
| 1Y | +41.1% | +73.1% | -32.0% | +40.9% |
| 3Y | +63.6% | +242.7% | -179.1% | +56.0% |
| All | +63.6% | +247.9% | -184.3% | +56.0% |
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