+328.7%
GGLL vs RNG
+74.1%
+254.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.3% |
| 7D | -4.8% | +5.8% | -10.6% | -6.1% |
| 30D | -13.7% | +19.6% | -33.3% | -17.6% |
| 3M | -21.9% | +67.0% | -88.9% | -32.1% |
| 6M | +11.7% | +88.4% | -76.7% | -7.9% |
| YTD | +2.3% | +155.5% | -153.2% | -24.5% |
| 1Y | +76.2% | +141.7% | -65.5% | +31.4% |
| 3Y | +245.0% | +131.1% | +113.9% | +147.7% |
| All | +328.7% | +74.1% | +254.5% | +224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling