+1,151.4%
CRDO vs GGLL
+313.5%
+837.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.9% |
| 7D | -2.4% | -5.8% | +3.4% | -0.4% |
| 30D | -35.3% | -7.2% | -28.1% | -33.8% |
| 3M | -32.6% | -17.5% | -15.0% | -29.8% |
| 6M | +42.7% | +5.1% | +37.7% | +29.2% |
| YTD | +11.4% | -1.3% | +12.7% | +2.6% |
| 1Y | -2.2% | +60.2% | -62.4% | -27.3% |
| 3Y | +912.1% | +230.8% | +681.2% | +443.4% |
| All | +1,151.4% | +313.5% | +837.9% | +531.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling