+1,314.3%
CRS vs GGLL
+328.4%
+985.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | -3.1% | +1.9% | -4.9% | -3.5% |
| 30D | -19.6% | -9.7% | -9.9% | -18.0% |
| 3M | -8.1% | -18.0% | +9.9% | -5.4% |
| 6M | +18.6% | +15.3% | +3.3% | +12.3% |
| YTD | +45.9% | +2.2% | +43.7% | +40.8% |
| 1Y | +82.5% | +73.1% | +9.4% | +54.7% |
| 3Y | +648.9% | +242.7% | +406.2% | +403.2% |
| All | +1,314.3% | +328.4% | +985.9% | +821.4% |
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