+660.6%
RCL vs GGLL
+217.5%
+443.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.5% | -7.5% | -4.7% |
| 7D | -0.2% | +11.5% | -11.8% | -2.7% |
| 30D | +14.4% | -31.2% | +45.6% | +22.9% |
| 3M | +5.2% | -28.7% | +33.8% | +11.8% |
| 6M | +26.1% | -47.2% | +73.3% | +42.0% |
| YTD | +17.4% | -24.3% | +41.6% | +19.8% |
| 1Y | +24.7% | -12.0% | +36.7% | +21.8% |
| 3Y | +250.9% | +169.6% | +81.3% | +134.2% |
| All | +660.6% | +217.5% | +443.1% | +419.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling