+217.5%
GGLL vs RNG
+80.4%
+137.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.5% | +3.3% |
| 7D | +11.5% | +2.3% | +9.3% | +10.9% |
| 30D | -31.2% | -3.4% | -27.8% | -30.5% |
| 3M | -28.7% | +20.9% | -49.6% | -32.2% |
| 6M | -47.2% | +82.2% | -129.4% | -55.6% |
| YTD | -24.3% | +164.6% | -188.9% | -44.6% |
| 1Y | -12.0% | +177.0% | -189.0% | -36.6% |
| 3Y | +169.6% | +177.4% | -7.8% | +84.1% |
| All | +217.5% | +80.4% | +137.1% | +137.9% |
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