+371.1%
GH vs CRL
+152.4%
+218.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | +0.6% | +0.1% | +0.4% | +0.5% |
| 30D | -6.9% | +11.9% | -18.8% | -13.4% |
| 3M | -4.9% | +20.2% | -25.1% | -15.6% |
| 6M | +54.1% | +107.5% | -53.5% | -3.0% |
| YTD | +48.5% | +69.4% | -20.9% | +3.5% |
| 1Y | +61.2% | +99.7% | -38.6% | +0.8% |
| 3Y | +570.3% | +98.8% | +471.6% | +263.5% |
| 5Y | +46.1% | -12.4% | +58.6% | +46.8% |
| All | +371.1% | +152.4% | +218.7% | +94.4% |
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