+24.4%
GH vs CRL
-37.6%
+62.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | -0.2% | -4.6% | +4.4% | +2.3% |
| 30D | -2.6% | +0.5% | -3.1% | -3.1% |
| 3M | +25.1% | +46.6% | -21.5% | +0.6% |
| 6M | +78.5% | +57.3% | +21.2% | +36.3% |
| YTD | +59.4% | +39.5% | +19.8% | +29.1% |
| 1Y | +173.9% | +76.9% | +97.0% | +91.2% |
| 3Y | +382.7% | +39.4% | +343.4% | +253.8% |
| 5Y | +24.4% | -37.2% | +61.6% | +43.6% |
| All | +24.4% | -37.6% | +62.0% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling