+307.6%
RGTI vs GGLL
+210.8%
+96.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.8% | -5.8% |
| 7D | -18.1% | +7.7% | -25.8% | -21.5% |
| 30D | -17.6% | -30.2% | +12.6% | -2.8% |
| 3M | -48.3% | -31.3% | -17.1% | -38.8% |
| 6M | -47.8% | -52.1% | +4.3% | -27.3% |
| YTD | -56.6% | -25.9% | -30.7% | -55.4% |
| 1Y | -61.8% | -8.5% | -53.4% | -66.0% |
| 3Y | +807.5% | +165.5% | +642.0% | +300.6% |
| All | +307.6% | +210.8% | +96.9% | +59.4% |
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