+80.6%
CRWD vs GGLL
-11.6%
+92.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.5% | -8.0% | -2.4% |
| 7D | -9.6% | -23.1% | +13.5% | -6.9% |
| 30D | -11.6% | -32.9% | +21.3% | -7.2% |
| 3M | +14.1% | -44.9% | +59.0% | +22.5% |
| 6M | +105.4% | -49.5% | +155.0% | +118.9% |
| YTD | +105.6% | -28.9% | +134.5% | +106.1% |
| 1Y | +80.6% | -12.2% | +92.7% | +71.3% |
| All | +80.6% | -11.6% | +92.2% | +71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling