+164.6%
GM vs CRL
+38.7%
+126.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | -1.1% | -4.6% | +3.5% | -0.1% |
| 30D | -4.6% | +0.5% | -5.1% | -4.7% |
| 3M | +0.2% | +46.6% | -46.4% | -8.1% |
| 6M | +12.6% | +57.3% | -44.6% | +1.1% |
| YTD | +3.7% | +39.5% | -35.9% | -4.9% |
| 1Y | +45.6% | +76.9% | -31.2% | +26.5% |
| All | +164.6% | +38.7% | +126.0% | +125.8% |
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