+6,561.2%
GWW vs CRL
+1,379.5%
+5,181.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.3% |
| 7D | +1.4% | -1.0% | +2.4% | +1.6% |
| 30D | +3.3% | +10.7% | -7.4% | +0.8% |
| 3M | +2.9% | +55.3% | -52.4% | -7.3% |
| 6M | +15.8% | +60.7% | -44.9% | +2.6% |
| YTD | +32.0% | +44.6% | -12.6% | +19.2% |
| 1Y | +29.9% | +77.7% | -47.8% | +11.3% |
| 3Y | +91.1% | +37.6% | +53.4% | +66.2% |
| 5Y | +223.9% | -35.8% | +259.8% | +228.9% |
| 10Y | +567.0% | +241.7% | +325.3% | +344.1% |
| All | +6,561.2% | +1,379.5% | +5,181.8% | +3,287.9% |
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