+434.7%
CRWD vs GGLL
+217.5%
+217.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.2% | -0.6% |
| 7D | +5.8% | +11.5% | -5.7% | +2.9% |
| 30D | -12.0% | -31.2% | +19.2% | -4.1% |
| 3M | +3.6% | -28.7% | +32.3% | +11.4% |
| 6M | +68.3% | -47.2% | +115.5% | +92.8% |
| YTD | +96.2% | -24.3% | +120.4% | +97.7% |
| 1Y | +68.4% | -12.0% | +80.4% | +60.9% |
| 3Y | +368.4% | +169.6% | +198.8% | +180.7% |
| All | +434.7% | +217.5% | +217.2% | +194.6% |
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