+332.3%
CRS vs GGLL
+166.5%
+165.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.3% |
| 7D | +4.8% | +7.7% | -2.9% | +3.5% |
| 30D | -23.2% | -30.2% | +7.0% | -18.9% |
| 3M | -45.5% | -31.3% | -14.2% | -42.5% |
| 6M | -33.1% | -52.1% | +19.0% | -25.2% |
| YTD | -7.2% | -25.9% | +18.6% | -6.1% |
| 1Y | -10.0% | -8.5% | -1.6% | -13.1% |
| 3Y | +332.3% | +165.5% | +166.8% | +262.7% |
| All | +332.3% | +166.5% | +165.8% | +262.7% |
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 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