+148.1%
GGLL vs RCAT
+270.1%
-122.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -14.9% | +10.4% | -3.4% |
| 7D | -1.3% | -32.6% | +31.3% | +1.3% |
| 30D | -36.3% | -46.3% | +10.0% | -33.6% |
| 3M | -42.7% | -60.7% | +18.0% | -39.2% |
| 6M | -53.1% | -67.4% | +14.3% | -50.0% |
| YTD | -32.1% | -57.1% | +25.0% | -30.1% |
| 1Y | -20.1% | -63.8% | +43.7% | -17.2% |
| All | +148.1% | +270.1% | -122.0% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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