+62.0%
CRWD vs GGLL
-17.3%
+79.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -7.7% | +5.1% | -12.8% | -8.3% |
| 30D | -17.9% | -35.5% | +17.6% | -13.3% |
| 3M | +0.3% | -39.2% | +39.4% | +6.4% |
| 6M | +71.1% | -54.4% | +125.5% | +84.3% |
| YTD | +92.6% | -29.8% | +122.5% | +93.3% |
| 1Y | +62.0% | -20.4% | +82.4% | +57.2% |
| All | +62.0% | -17.3% | +79.3% | +57.2% |
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