+328.7%
GGLL vs CRL
+43.9%
+284.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -1.9% |
| 7D | -4.8% | -1.0% | -3.7% | -4.5% |
| 30D | -13.7% | +10.7% | -24.3% | -16.1% |
| 3M | -21.9% | +55.3% | -77.1% | -31.9% |
| 6M | +11.7% | +60.7% | -49.0% | -4.3% |
| YTD | +2.3% | +44.6% | -42.3% | -9.9% |
| 1Y | +76.2% | +77.7% | -1.6% | +45.1% |
| 3Y | +245.0% | +37.6% | +207.4% | +195.0% |
| All | +328.7% | +43.9% | +284.7% | +254.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling