+64.4%
CRM vs GGLL
+327.4%
-263.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.3% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | +28.1% | -4.0% | +32.1% | +29.0% |
| 3M | +48.8% | -15.5% | +64.3% | +51.7% |
| 6M | +28.3% | +7.6% | +20.6% | +21.9% |
| YTD | -6.0% | +2.0% | -8.0% | -10.0% |
| 1Y | +1.4% | +63.9% | -62.5% | -14.4% |
| 3Y | +11.8% | +239.7% | -227.8% | -29.0% |
| All | +64.4% | +327.4% | -263.0% | -4.7% |
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