+328.7%
GGLL vs RRC
+44.9%
+283.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.1% |
| 7D | -4.8% | +1.3% | -6.1% | -5.1% |
| 30D | -13.7% | +10.1% | -23.8% | -15.6% |
| 3M | -21.9% | +4.0% | -25.9% | -22.7% |
| 6M | +11.7% | +1.6% | +10.1% | +10.1% |
| YTD | +2.3% | +19.7% | -17.4% | -4.0% |
| 1Y | +76.2% | +21.4% | +54.8% | +63.8% |
| 3Y | +245.0% | +29.7% | +215.3% | +208.8% |
| All | +328.7% | +44.9% | +283.8% | +265.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling