+328.7%
GGLL vs RCAT
+232.1%
+96.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.2% |
| 7D | -4.8% | -1.4% | -3.4% | -4.7% |
| 30D | -13.7% | -3.3% | -10.3% | -13.7% |
| 3M | -21.9% | -43.2% | +21.4% | -19.2% |
| 6M | +11.7% | -43.2% | +54.8% | +14.2% |
| YTD | +2.3% | +5.5% | -3.3% | -1.0% |
| 1Y | +76.2% | -1.6% | +77.8% | +69.3% |
| 3Y | +245.0% | +773.7% | -528.7% | +199.3% |
| All | +328.7% | +232.1% | +96.5% | +314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling