+280.1%
RDW vs GGLL
+313.5%
-33.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | +4.8% | -5.8% | +10.6% | +7.2% |
| 30D | -19.5% | -7.2% | -12.3% | -17.4% |
| 3M | -26.9% | -17.5% | -9.4% | -23.3% |
| 6M | +17.8% | +5.1% | +12.7% | +11.6% |
| YTD | +43.0% | -1.3% | +44.4% | +37.2% |
| 1Y | +32.1% | +60.2% | -28.1% | +3.3% |
| 3Y | +250.6% | +230.8% | +19.8% | +84.6% |
| All | +280.1% | +313.5% | -33.5% | +79.6% |
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