+195.8%
GGLL vs RRC
+68.9%
+126.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +6.3% | -10.3% | +16.7% | +8.7% |
| 30D | -35.1% | +19.5% | -54.6% | -37.6% |
| 3M | -37.7% | +27.9% | -65.6% | -41.1% |
| 6M | -54.1% | +21.2% | -75.3% | -56.2% |
| YTD | -29.4% | +39.6% | -69.0% | -36.0% |
| 1Y | -13.4% | +31.3% | -44.7% | -20.2% |
| 3Y | +158.3% | +51.9% | +106.4% | +123.8% |
| All | +195.8% | +68.9% | +126.9% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling