-21.1%
GGLL vs RBA
-4.0%
-17.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +5.1% | +3.2% | +1.9% | +4.3% |
| 30D | -35.5% | +12.0% | -47.5% | -37.3% |
| 3M | -39.2% | +2.9% | -42.0% | -38.7% |
| 6M | -54.4% | -6.3% | -48.1% | -51.7% |
| YTD | -29.8% | -5.9% | -24.0% | -23.2% |
| All | -21.1% | -4.0% | -17.1% | -12.7% |
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