+73.1%
GGLL vs CRL
+72.1%
+1.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.4% |
| 7D | +1.9% | -0.6% | +2.4% | +2.0% |
| 30D | -9.7% | +5.0% | -14.7% | -10.6% |
| 3M | -18.0% | +50.6% | -68.6% | -26.5% |
| 6M | +15.3% | +60.9% | -45.7% | +0.6% |
| YTD | +2.2% | +40.7% | -38.5% | -8.2% |
| 1Y | +73.1% | +73.3% | -0.2% | +50.1% |
| All | +73.1% | +72.1% | +1.0% | +50.1% |
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 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