+188.6%
GGLL vs RBA
+44.9%
+143.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.8% |
| 7D | +3.1% | +4.3% | -1.2% | +1.9% |
| 30D | -36.3% | +16.3% | -52.6% | -39.6% |
| 3M | -40.4% | +1.3% | -41.7% | -40.8% |
| 6M | -54.6% | -11.1% | -43.6% | -52.9% |
| YTD | -31.1% | -8.5% | -22.7% | -29.6% |
| 1Y | -19.2% | -2.1% | -17.1% | -19.2% |
| 3Y | +151.5% | +44.6% | +107.0% | +127.2% |
| All | +188.6% | +44.9% | +143.7% | +183.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling