+842.2%
CRS vs GGLL
+195.8%
+646.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.5% | +7.2% | +9.2% |
| 7D | +4.9% | +6.3% | -1.4% | +3.7% |
| 30D | -20.8% | -35.1% | +14.3% | -14.7% |
| 3M | -46.4% | -37.7% | -8.8% | -42.0% |
| 6M | -28.6% | -54.1% | +25.5% | -18.6% |
| YTD | -2.8% | -29.4% | +26.6% | -0.5% |
| 1Y | -6.7% | -13.4% | +6.7% | -9.4% |
| 3Y | +368.0% | +158.3% | +209.7% | +227.0% |
| All | +842.2% | +195.8% | +646.4% | +551.3% |
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 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