+95.2%
RDDT vs GGLL
+127.9%
-32.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.3% |
| 7D | +3.5% | +7.7% | -4.2% | +0.6% |
| 30D | -33.7% | -30.2% | -3.5% | -25.0% |
| 3M | -37.7% | -31.3% | -6.5% | -29.4% |
| 6M | -36.1% | -52.1% | +16.0% | -18.1% |
| YTD | -57.2% | -25.9% | -31.3% | -55.7% |
| 1Y | -48.0% | -8.5% | -39.6% | -51.4% |
| All | +95.2% | +127.9% | -32.8% | +12.8% |
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 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