+61.8%
RIG vs GGLL
+328.4%
-266.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -2.7% | +1.9% | -4.6% | -3.0% |
| 30D | +9.5% | -9.7% | +19.2% | +11.0% |
| 3M | -6.6% | -18.0% | +11.4% | -5.0% |
| 6M | -2.9% | +15.3% | -18.1% | -9.1% |
| YTD | +39.5% | +2.2% | +37.3% | +33.1% |
| 1Y | +82.3% | +73.1% | +9.2% | +53.6% |
| 3Y | -29.6% | +242.7% | -272.3% | -51.0% |
| All | +61.8% | +328.4% | -266.6% | +21.7% |
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