+45.2%
RIG vs GGLL
+195.8%
-150.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.7% |
| 7D | -17.0% | +6.3% | -23.4% | -17.7% |
| 30D | -6.2% | -35.1% | +28.9% | -1.2% |
| 3M | -1.7% | -37.7% | +36.0% | +3.8% |
| 6M | -19.2% | -54.1% | +34.9% | -11.4% |
| YTD | +25.2% | -29.4% | +54.6% | +24.3% |
| 1Y | +29.9% | -13.4% | +43.3% | +22.7% |
| 3Y | -21.3% | +158.3% | -179.6% | -43.7% |
| All | +45.2% | +195.8% | -150.6% | +13.8% |
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