+151.5%
GGLL vs RNG
+154.7%
-3.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +2.0% |
| 7D | +3.1% | -11.3% | +14.4% | +5.9% |
| 30D | -36.3% | -5.7% | -30.6% | -35.4% |
| 3M | -40.4% | +16.8% | -57.1% | -42.4% |
| 6M | -54.6% | +58.5% | -113.1% | -59.3% |
| YTD | -31.1% | +151.3% | -182.4% | -46.8% |
| 1Y | -19.2% | +169.0% | -188.2% | -38.9% |
| 3Y | +151.5% | +156.9% | -5.4% | +93.0% |
| All | +151.5% | +154.7% | -3.1% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling