+122.5%
CRWV vs GGLL
+232.9%
-110.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.5% | -1.4% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -17.4% | -4.0% | -13.4% | -16.4% |
| 3M | -7.1% | -15.5% | +8.5% | -2.9% |
| 6M | +8.6% | +7.6% | +1.0% | -2.1% |
| YTD | +24.3% | +2.0% | +22.3% | +12.7% |
| 1Y | -21.0% | +63.9% | -85.0% | -46.4% |
| All | +122.5% | +232.9% | -110.4% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling