-12.2%
GGLL vs RBA
-2.0%
-10.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.1% | +4.4% | +6.1% |
| 7D | -23.1% | +12.7% | -35.8% | -25.3% |
| 30D | -32.9% | +15.5% | -48.4% | -35.4% |
| 3M | -44.9% | -14.0% | -30.8% | -40.8% |
| 6M | -49.5% | -8.8% | -40.7% | -46.4% |
| YTD | -28.9% | -6.9% | -22.0% | -20.8% |
| 1Y | -12.2% | -3.0% | -9.2% | +0.8% |
| All | -12.2% | -2.0% | -10.2% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling