+147.6%
RBRK vs GGLL
+219.0%
-71.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +3.7% | +1.9% | +1.8% | +3.2% |
| 30D | +1.7% | -9.7% | +11.5% | +4.2% |
| 3M | +27.7% | -18.0% | +45.8% | +32.0% |
| 6M | +60.3% | +15.3% | +45.0% | +45.2% |
| YTD | +19.8% | +2.2% | +17.6% | +11.6% |
| 1Y | -4.2% | +73.1% | -77.2% | -26.7% |
| All | +147.6% | +219.0% | -71.4% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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