+62.0%
CRM vs GGLL
+309.0%
-247.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.2% |
| 7D | -5.0% | -3.9% | -1.1% | -4.3% |
| 30D | +23.6% | -15.4% | +39.0% | +27.3% |
| 3M | +39.6% | -21.9% | +61.5% | +44.4% |
| 6M | +23.4% | +4.5% | +18.9% | +17.9% |
| YTD | -7.4% | -2.4% | -4.9% | -10.5% |
| 1Y | -2.3% | +57.8% | -60.1% | -17.0% |
| 3Y | +10.5% | +227.2% | -216.7% | -29.4% |
| All | +62.0% | +309.0% | -247.0% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling