+319.6%
CRS vs GGLL
+154.9%
+164.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -1.7% | +3.1% | -4.8% | -2.2% |
| 30D | -28.8% | -36.3% | +7.5% | -23.7% |
| 3M | -50.0% | -40.4% | -9.7% | -46.0% |
| 6M | -39.2% | -54.6% | +15.4% | -31.5% |
| YTD | -11.4% | -31.1% | +19.7% | -9.3% |
| 1Y | -11.7% | -19.2% | +7.5% | -13.0% |
| 3Y | +319.6% | +151.5% | +168.1% | +260.3% |
| All | +319.6% | +154.9% | +164.7% | +260.3% |
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 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