+547.0%
RGTI vs GGLL
+327.4%
+219.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -1.1% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -17.1% | -4.0% | -13.1% | -15.4% |
| 3M | -26.0% | -15.5% | -10.5% | -21.8% |
| 6M | -9.9% | +7.6% | -17.5% | -20.2% |
| YTD | -31.1% | +2.0% | -33.0% | -38.5% |
| 1Y | -8.5% | +63.9% | -72.5% | -40.2% |
| 3Y | +652.2% | +239.7% | +412.6% | +200.2% |
| All | +547.0% | +327.4% | +219.7% | +119.8% |
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 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