+149.7%
GGLL vs RVTY
+91.6%
+58.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +5.1% | -2.7% | +7.8% | +6.0% |
| 30D | -35.5% | +3.2% | -38.7% | -36.4% |
| 3M | -39.2% | +37.2% | -76.3% | -46.0% |
| 6M | -54.4% | +57.7% | -112.1% | -62.1% |
| YTD | -29.8% | +64.8% | -94.7% | -43.5% |
| 1Y | -20.4% | +72.8% | -93.2% | -37.0% |
| 3Y | +149.7% | +89.8% | +59.9% | +106.9% |
| All | +149.7% | +91.6% | +58.1% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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