+569.9%
RGTI vs GGLL
+328.4%
+241.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | +5.5% | +1.9% | +3.6% | +4.4% |
| 30D | -11.9% | -9.7% | -2.1% | -7.3% |
| 3M | -27.4% | -18.0% | -9.3% | -21.9% |
| 6M | -7.1% | +15.3% | -22.3% | -21.1% |
| YTD | -28.6% | +2.2% | -30.8% | -36.4% |
| 1Y | +4.4% | +73.1% | -68.7% | -33.9% |
| 3Y | +698.5% | +242.7% | +455.8% | +217.2% |
| All | +569.9% | +328.4% | +241.5% | +127.4% |
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 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