+7,470.2%
GWW vs CRL
+1,647.7%
+5,822.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +3.7% | +8.9% | -5.2% | +1.7% |
| 30D | +13.6% | +14.0% | -0.4% | +9.7% |
| 3M | +15.4% | +19.8% | -4.5% | +9.9% |
| 6M | +21.8% | +102.0% | -80.2% | +2.3% |
| YTD | +50.0% | +70.8% | -20.8% | +29.6% |
| 1Y | +60.2% | +98.7% | -38.5% | +33.6% |
| 3Y | +94.4% | +98.2% | -3.8% | +54.6% |
| 5Y | +221.8% | -11.7% | +233.5% | +202.2% |
| 10Y | +665.8% | +356.7% | +309.1% | +375.8% |
| All | +7,470.2% | +1,647.7% | +5,822.4% | +3,583.3% |
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