+188.6%
GGLL vs CRL
+68.4%
+120.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.8% | -6.4% | -0.6% |
| 7D | +3.1% | -6.1% | +9.2% | +4.5% |
| 30D | -36.3% | +12.4% | -48.7% | -38.7% |
| 3M | -40.4% | +27.1% | -67.5% | -44.6% |
| 6M | -54.6% | +85.7% | -140.3% | -62.7% |
| YTD | -31.1% | +69.2% | -100.3% | -42.3% |
| 1Y | -19.2% | +97.5% | -116.7% | -35.3% |
| 3Y | +151.5% | +86.1% | +65.4% | +91.8% |
| All | +188.6% | +68.4% | +120.2% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling