+61.4%
GH vs CRBG
+13.0%
+48.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -5.5% | -3.5% | -7.2% |
| 7D | -17.2% | -3.0% | -14.2% | -16.2% |
| 30D | -10.1% | -2.6% | -7.5% | -9.3% |
| 3M | -6.0% | +2.7% | -8.6% | -7.0% |
| 6M | +71.4% | +22.2% | +49.2% | +57.8% |
| YTD | +50.2% | +16.5% | +33.7% | +41.0% |
| 1Y | +61.4% | +16.9% | +44.5% | +51.9% |
| All | +61.4% | +13.0% | +48.4% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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