+271.3%
RDW vs GGLL
+327.4%
-56.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -3.5% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | -21.3% | -4.0% | -17.3% | -20.2% |
| 3M | -37.9% | -15.5% | -22.3% | -35.4% |
| 6M | +12.3% | +7.6% | +4.7% | +5.3% |
| YTD | +39.7% | +2.0% | +37.8% | +32.3% |
| 1Y | +25.7% | +63.9% | -38.3% | -2.6% |
| 3Y | +230.8% | +239.7% | -8.8% | +72.4% |
| All | +271.3% | +327.4% | -56.0% | +73.3% |
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 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