+393.9%
GH vs CRL
+103.9%
+290.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.2% |
| 7D | -1.2% | -6.9% | +5.7% | +3.1% |
| 30D | -3.7% | -3.2% | -0.5% | -2.0% |
| 3M | +21.7% | +46.5% | -24.9% | -4.7% |
| 6M | +75.7% | +63.1% | +12.6% | +27.0% |
| YTD | +55.7% | +36.9% | +18.8% | +24.1% |
| 1Y | +181.1% | +78.1% | +103.0% | +86.2% |
| 3Y | +371.6% | +36.7% | +334.9% | +230.9% |
| 5Y | +23.2% | -38.1% | +61.3% | +54.3% |
| All | +393.9% | +103.9% | +290.0% | +133.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling