-19.9%
GGLL vs RNG
+169.5%
-189.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.3% |
| 7D | +6.3% | -6.2% | +12.6% | +7.5% |
| 30D | -35.1% | -8.0% | -27.1% | -34.0% |
| 3M | -37.7% | +15.7% | -53.4% | -38.7% |
| 6M | -54.1% | +60.3% | -114.4% | -56.4% |
| YTD | -29.4% | +153.8% | -183.2% | -37.4% |
| All | -19.9% | +169.5% | -189.4% | -34.4% |
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