+522.7%
RCL vs GGLL
+328.7%
+194.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | -5.1% | -4.8% | -0.3% | -4.0% |
| 30D | -19.0% | -13.7% | -5.3% | -16.2% |
| 3M | -9.6% | -21.9% | +12.3% | -5.3% |
| 6M | -6.7% | +11.7% | -18.4% | -11.2% |
| YTD | -3.9% | +2.3% | -6.2% | -6.9% |
| 1Y | -25.1% | +76.2% | -101.3% | -37.6% |
| 3Y | +179.1% | +245.0% | -65.9% | +78.7% |
| All | +522.7% | +328.7% | +194.1% | +303.3% |
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