+194.0%
GGLL vs CRL
+72.5%
+121.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | +5.1% | -1.7% | +6.8% | +5.3% |
| 30D | -35.5% | +14.6% | -50.1% | -38.2% |
| 3M | -39.2% | +24.8% | -64.0% | -43.2% |
| 6M | -54.4% | +94.7% | -149.1% | -63.0% |
| YTD | -29.8% | +73.4% | -103.2% | -41.6% |
| 1Y | -20.4% | +104.7% | -125.1% | -36.9% |
| 3Y | +149.7% | +101.1% | +48.7% | +84.9% |
| All | +194.0% | +72.5% | +121.5% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling