+195.8%
GGLL vs RCAT
+78.6%
+117.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.4% | -8.9% | +1.6% |
| 7D | +6.3% | +1.1% | +5.2% | +6.0% |
| 30D | -35.1% | -22.0% | -13.1% | -34.2% |
| 3M | -37.7% | -51.1% | +13.5% | -34.8% |
| 6M | -54.1% | -56.6% | +2.5% | -52.1% |
| YTD | -29.4% | -43.3% | +13.8% | -28.9% |
| 1Y | -13.4% | -51.5% | +38.1% | -12.2% |
| 3Y | +158.3% | +411.4% | -253.0% | +131.8% |
| All | +195.8% | +78.6% | +117.2% | +197.8% |
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