+383.4%
CRWD vs GGLL
+309.0%
+74.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.5% | +0.1% |
| 7D | +2.2% | -3.9% | +6.1% | +3.2% |
| 30D | -7.7% | -15.4% | +7.6% | -3.7% |
| 3M | +28.9% | -21.9% | +50.8% | +35.7% |
| 6M | +91.5% | +4.5% | +87.0% | +81.0% |
| YTD | +77.3% | -2.4% | +79.7% | +69.8% |
| 1Y | +96.3% | +57.8% | +38.5% | +59.2% |
| 3Y | +394.5% | +227.2% | +167.3% | +186.7% |
| All | +383.4% | +309.0% | +74.4% | +153.0% |
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 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