-8.5%
GGLL vs CRL
+99.6%
-108.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | +7.7% | +0.1% | +7.5% | +7.6% |
| 30D | -30.2% | +11.9% | -42.1% | -32.2% |
| 3M | -31.3% | +20.2% | -51.4% | -34.3% |
| 6M | -52.1% | +107.5% | -159.6% | -61.6% |
| YTD | -25.9% | +69.4% | -95.3% | -37.1% |
| 1Y | -8.5% | +99.7% | -108.2% | -28.0% |
| All | -8.5% | +99.6% | -108.0% | -28.0% |
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