+542.4%
RGTI vs GGLL
+313.5%
+228.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.1% |
| 7D | -0.1% | -5.8% | +5.6% | +3.1% |
| 30D | -16.2% | -7.2% | -9.0% | -12.9% |
| 3M | -22.0% | -17.5% | -4.5% | -16.5% |
| 6M | -10.8% | +5.1% | -15.8% | -20.0% |
| YTD | -31.6% | -1.3% | -30.2% | -37.8% |
| 1Y | -6.4% | +60.2% | -66.6% | -38.0% |
| 3Y | +665.7% | +230.8% | +434.8% | +210.1% |
| All | +542.4% | +313.5% | +228.8% | +122.3% |
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 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