+206.6%
GGLL vs CRL
+71.0%
+135.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | +2.9% | +5.0% | -2.1% | +1.5% |
| 30D | -33.1% | +13.5% | -46.7% | -35.8% |
| 3M | -31.2% | +21.5% | -52.7% | -35.2% |
| 6M | -49.4% | +103.4% | -152.8% | -59.5% |
| YTD | -26.8% | +71.8% | -98.6% | -39.0% |
| 1Y | -17.7% | +97.5% | -115.2% | -34.1% |
| 3Y | +160.4% | +99.2% | +61.2% | +93.3% |
| All | +206.6% | +71.0% | +135.7% | +140.5% |
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