+188.6%
GGLL vs RVTY
+18.7%
+169.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.3% |
| 7D | +3.1% | -1.2% | +4.3% | +3.4% |
| 30D | -36.3% | +1.0% | -37.4% | -36.8% |
| 3M | -40.4% | +35.8% | -76.2% | -47.8% |
| 6M | -54.6% | +56.7% | -111.3% | -63.2% |
| YTD | -31.1% | +60.7% | -91.9% | -45.6% |
| 1Y | -19.2% | +73.7% | -92.9% | -38.3% |
| 3Y | +151.5% | +82.8% | +68.8% | +79.3% |
| All | +188.6% | +18.7% | +169.9% | +174.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling