+276.4%
RCL vs GGLL
+153.6%
+122.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.5% |
| 7D | +5.0% | +6.3% | -1.4% | +3.7% |
| 30D | +19.4% | -35.1% | +54.5% | +29.0% |
| 3M | +5.9% | -37.7% | +43.6% | +15.2% |
| 6M | +23.8% | -54.1% | +77.9% | +42.4% |
| YTD | +22.8% | -29.4% | +52.2% | +27.1% |
| 1Y | +34.3% | -13.4% | +47.7% | +32.0% |
| 3Y | +276.4% | +158.3% | +118.1% | +186.8% |
| All | +276.4% | +153.6% | +122.8% | +186.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling