+6.1%
CRBG vs GGLL
+80.0%
-73.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | +5.7% | -4.8% | +10.5% | +6.2% |
| 30D | +2.6% | -13.7% | +16.3% | +4.1% |
| 3M | +31.6% | -21.9% | +53.4% | +34.3% |
| 6M | +32.8% | +11.7% | +21.2% | +27.8% |
| YTD | +16.5% | +2.3% | +14.2% | +12.5% |
| 1Y | +6.1% | +76.2% | -70.1% | +2.0% |
| All | +6.1% | +80.0% | -73.9% | +2.0% |
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 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