+158.3%
GGLL vs RBA
+48.1%
+110.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.8% |
| 7D | +6.3% | +2.5% | +3.8% | +5.7% |
| 30D | -35.1% | +11.6% | -46.7% | -37.4% |
| 3M | -37.7% | +1.5% | -39.2% | -37.9% |
| 6M | -54.1% | -6.6% | -47.5% | -52.8% |
| YTD | -29.4% | -6.3% | -23.2% | -27.9% |
| 1Y | -13.4% | -4.0% | -9.4% | -12.3% |
| 3Y | +158.3% | +47.3% | +111.1% | +151.7% |
| All | +158.3% | +48.1% | +110.2% | +151.7% |
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 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