+328.7%
GGLL vs RBA
+29.4%
+299.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -4.8% | -2.9% | -1.8% | -3.8% |
| 30D | -13.7% | -12.3% | -1.4% | -9.8% |
| 3M | -21.9% | -20.5% | -1.3% | -15.5% |
| 6M | +11.7% | -18.5% | +30.2% | +19.6% |
| YTD | +2.3% | -18.2% | +20.5% | +8.9% |
| 1Y | +76.2% | -27.5% | +103.7% | +94.7% |
| 3Y | +245.0% | +38.1% | +206.9% | +218.1% |
| All | +328.7% | +29.4% | +299.2% | +338.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling