+328.4%
GGLL vs RNG
+66.5%
+261.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.0% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | -9.7% | +11.4% | -21.1% | -12.3% |
| 3M | -18.0% | +72.1% | -90.1% | -29.4% |
| 6M | +15.3% | +67.9% | -52.7% | -1.9% |
| YTD | +2.2% | +144.3% | -142.1% | -23.8% |
| 1Y | +73.1% | +117.5% | -44.4% | +33.0% |
| 3Y | +242.7% | +123.9% | +118.8% | +148.0% |
| All | +328.4% | +66.5% | +261.8% | +227.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling