-16.9%
CRDO vs GGLL
-11.6%
-5.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +6.5% | -16.1% | -10.7% |
| 7D | -21.4% | -23.1% | +1.7% | -17.9% |
| 30D | -35.8% | -32.9% | -2.9% | -31.2% |
| 3M | -42.6% | -44.9% | +2.3% | -36.5% |
| 6M | -24.2% | -49.5% | +25.3% | -15.7% |
| YTD | -5.1% | -28.9% | +23.8% | -12.7% |
| 1Y | -16.9% | -12.2% | -4.7% | -34.0% |
| All | -16.9% | -11.6% | -5.3% | -34.0% |
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