+1,366.0%
CRS vs GGLL
+328.7%
+1,037.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.2% |
| 7D | -0.2% | -4.8% | +4.5% | +0.7% |
| 30D | -16.6% | -13.7% | -2.9% | -14.2% |
| 3M | -3.5% | -21.9% | +18.4% | +0.4% |
| 6M | +15.4% | +11.7% | +3.8% | +10.1% |
| YTD | +51.2% | +2.3% | +48.9% | +45.9% |
| 1Y | +98.3% | +76.2% | +22.1% | +67.4% |
| 3Y | +651.5% | +245.0% | +406.6% | +404.0% |
| All | +1,366.0% | +328.7% | +1,037.3% | +855.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling