+377.4%
GH vs CRL
+37.9%
+339.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.7% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | -4.5% | +5.0% | -9.4% | -6.3% |
| 3M | +28.9% | +50.6% | -21.7% | +9.7% |
| 6M | +76.5% | +60.9% | +15.6% | +45.3% |
| YTD | +57.6% | +40.7% | +16.9% | +35.8% |
| 1Y | +167.5% | +73.3% | +94.2% | +112.2% |
| 3Y | +377.4% | +40.6% | +336.8% | +294.8% |
| All | +377.4% | +37.9% | +339.5% | +294.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling