-42.7%
GGLL vs RBA
-12.4%
-30.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.6% |
| 7D | -1.3% | +7.3% | -8.6% | +1.0% |
| 30D | -36.3% | +16.9% | -53.2% | -33.9% |
| 3M | -42.7% | -0.5% | -42.2% | -37.6% |
| All | -42.7% | -12.4% | -30.3% | -37.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling