+149.7%
GGLL vs CRL
+102.9%
+46.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | +5.1% | -1.7% | +6.8% | +5.3% |
| 30D | -35.5% | +14.6% | -50.1% | -37.7% |
| 3M | -39.2% | +24.8% | -64.0% | -42.4% |
| 6M | -54.4% | +94.7% | -149.1% | -61.6% |
| YTD | -29.8% | +73.4% | -103.2% | -39.7% |
| 1Y | -20.4% | +104.7% | -125.1% | -34.2% |
| 3Y | +149.7% | +101.1% | +48.7% | +97.8% |
| All | +149.7% | +102.9% | +46.8% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling