+91.0%
GWW vs CRL
+39.9%
+51.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.3% |
| 7D | -1.5% | -0.6% | -1.0% | -1.5% |
| 30D | +1.1% | +5.0% | -3.9% | +0.4% |
| 3M | -1.0% | +50.6% | -51.6% | -6.6% |
| 6M | +16.3% | +60.9% | -44.6% | +8.1% |
| YTD | +28.5% | +40.7% | -12.2% | +21.4% |
| 1Y | +30.3% | +73.3% | -43.0% | +19.0% |
| All | +91.0% | +39.9% | +51.2% | +79.0% |
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