+148.1%
GGLL vs RBA
+44.2%
+103.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -1.3% | +7.3% | -8.6% | -3.2% |
| 30D | -36.3% | +16.9% | -53.2% | -39.5% |
| 3M | -42.7% | -0.5% | -42.2% | -42.5% |
| 6M | -53.1% | -10.4% | -42.7% | -51.2% |
| YTD | -32.1% | -7.2% | -24.9% | -30.4% |
| 1Y | -20.1% | -2.2% | -17.8% | -19.5% |
| All | +148.1% | +44.2% | +103.9% | +143.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling