+165.5%
GGLL vs RNG
+179.0%
-13.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +7.7% | +4.6% | +3.1% | +6.6% |
| 30D | -30.2% | +0.4% | -30.6% | -30.1% |
| 3M | -31.3% | +11.4% | -42.7% | -32.9% |
| 6M | -52.1% | +95.7% | -147.8% | -59.1% |
| YTD | -25.9% | +162.9% | -188.7% | -43.3% |
| 1Y | -8.5% | +180.3% | -188.7% | -31.4% |
| 3Y | +165.5% | +188.3% | -22.8% | +99.5% |
| All | +165.5% | +179.0% | -13.5% | +99.5% |
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