-12.2%
GGLL vs CRL
+85.3%
-97.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -7.3% | +13.8% | +7.7% |
| 7D | -23.1% | -12.8% | -10.4% | -21.4% |
| 30D | -32.9% | +5.0% | -37.9% | -33.9% |
| 3M | -44.9% | +39.4% | -84.3% | -49.1% |
| 6M | -49.5% | +89.4% | -138.9% | -58.2% |
| YTD | -28.9% | +63.6% | -92.5% | -39.0% |
| 1Y | -12.2% | +83.5% | -95.7% | -27.4% |
| All | -12.2% | +85.3% | -97.5% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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