+60.2%
GGLL vs RJF
+6.3%
+53.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.8% |
| 7D | -5.8% | -4.2% | -1.6% | -3.3% |
| 30D | -7.2% | -3.6% | -3.6% | -5.1% |
| 3M | -17.5% | +15.6% | -33.2% | -23.4% |
| 6M | +5.1% | +17.6% | -12.5% | -3.2% |
| YTD | -1.3% | +9.2% | -10.6% | -7.7% |
| 1Y | +60.2% | +5.5% | +54.7% | +50.7% |
| All | +60.2% | +6.3% | +53.9% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling