-54.6%
GGLL vs CRL
+80.3%
-134.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.8% | -6.4% | +1.3% |
| 7D | +3.1% | -6.1% | +9.2% | +3.0% |
| 30D | -36.3% | +12.4% | -48.7% | -36.6% |
| 3M | -40.4% | +27.1% | -67.5% | -40.5% |
| 6M | -54.6% | +85.7% | -140.3% | -57.1% |
| All | -54.6% | +80.3% | -134.9% | -57.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling