+672.8%
RCL vs GGLL
+188.6%
+484.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | +6.5% | +3.1% | +3.4% | +5.8% |
| 30D | +15.9% | -36.3% | +52.2% | +26.7% |
| 3M | +2.7% | -40.4% | +43.0% | +13.7% |
| 6M | +15.2% | -54.6% | +69.9% | +34.5% |
| YTD | +19.2% | -31.1% | +50.4% | +24.4% |
| 1Y | +31.6% | -19.2% | +50.8% | +31.0% |
| 3Y | +274.2% | +151.5% | +122.7% | +153.4% |
| All | +672.8% | +188.6% | +484.2% | +439.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling