-12.2%
GGLL vs RRC
+44.7%
-56.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.5% | +10.1% | +6.1% |
| 7D | -23.1% | -6.8% | -16.3% | -23.7% |
| 30D | -32.9% | +34.7% | -67.6% | -28.8% |
| 3M | -44.9% | +31.5% | -76.4% | -41.7% |
| 6M | -49.5% | +21.8% | -71.3% | -46.6% |
| YTD | -28.9% | +48.9% | -77.8% | -27.1% |
| 1Y | -12.2% | +42.1% | -54.3% | -5.8% |
| All | -12.2% | +44.7% | -56.9% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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