+268.2%
RDW vs GGLL
+328.7%
-60.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +2.4% |
| 7D | -3.1% | -4.8% | +1.6% | -1.4% |
| 30D | -1.8% | -13.7% | +11.9% | +3.1% |
| 3M | -50.9% | -21.9% | -29.0% | -47.3% |
| 6M | +13.5% | +11.7% | +1.8% | +5.2% |
| YTD | +38.6% | +2.3% | +36.3% | +31.1% |
| 1Y | +28.3% | +76.2% | -47.9% | -3.5% |
| 3Y | +217.2% | +245.0% | -27.8% | +64.2% |
| All | +268.2% | +328.7% | -60.5% | +71.6% |
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 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