+122.7%
CRBG vs GGLL
+240.6%
-117.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.9% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +2.6% | -4.0% | +6.6% | +3.2% |
| 3M | +24.0% | -15.5% | +39.5% | +25.9% |
| 6M | +50.5% | +7.6% | +42.9% | +45.3% |
| YTD | +17.1% | +2.0% | +15.2% | +13.7% |
| 1Y | +5.9% | +63.9% | -58.1% | -6.2% |
| 3Y | +122.7% | +239.7% | -116.9% | +61.6% |
| All | +122.7% | +240.6% | -117.9% | +61.6% |
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