+165.5%
GGLL vs RVTY
+85.4%
+80.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.5% |
| 7D | +7.7% | -0.5% | +8.1% | +7.8% |
| 30D | -30.2% | +1.5% | -31.8% | -30.8% |
| 3M | -31.3% | +31.5% | -62.7% | -38.0% |
| 6M | -52.1% | +62.7% | -114.8% | -60.7% |
| YTD | -25.9% | +60.0% | -85.8% | -39.7% |
| 1Y | -8.5% | +65.7% | -74.2% | -26.5% |
| 3Y | +165.5% | +85.2% | +80.3% | +122.1% |
| All | +165.5% | +85.4% | +80.2% | +122.1% |
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