-12.2%
GGLL vs RNG
+179.4%
-191.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.6% |
| 7D | -23.1% | -9.6% | -13.5% | -21.7% |
| 30D | -32.9% | -1.4% | -31.5% | -32.6% |
| 3M | -44.9% | +28.8% | -73.6% | -46.6% |
| 6M | -49.5% | +65.6% | -115.1% | -52.3% |
| YTD | -28.9% | +171.4% | -200.3% | -37.4% |
| 1Y | -12.2% | +185.3% | -197.5% | -27.2% |
| All | -12.2% | +179.4% | -191.6% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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