+69.9%
CRH vs GGLL
+229.6%
-159.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | -4.8% | -5.8% | +1.0% | -3.8% |
| 30D | -13.1% | -7.2% | -5.9% | -12.0% |
| 3M | -12.0% | -17.5% | +5.6% | -10.0% |
| 6M | -16.9% | +5.1% | -21.9% | -19.4% |
| YTD | -29.0% | -1.3% | -27.6% | -30.6% |
| 1Y | -20.3% | +60.2% | -80.5% | -29.8% |
| All | +69.9% | +229.6% | -159.7% | +19.3% |
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