+60.4%
RIG vs GGLL
+309.0%
-248.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.2% |
| 7D | -8.2% | -3.9% | -4.3% | -7.7% |
| 30D | -0.2% | -15.4% | +15.2% | +2.2% |
| 3M | -2.7% | -21.9% | +19.2% | -0.3% |
| 6M | -7.5% | +4.5% | -12.0% | -11.8% |
| YTD | +38.3% | -2.4% | +40.7% | +32.8% |
| 1Y | +81.8% | +57.8% | +24.1% | +55.9% |
| 3Y | -30.2% | +227.2% | -257.4% | -51.1% |
| All | +60.4% | +309.0% | -248.6% | +21.5% |
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