+55.6%
RIG vs GGLL
+210.8%
-155.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.2% | +4.4% |
| 7D | +5.7% | +7.7% | -1.9% | +4.7% |
| 30D | -0.7% | -30.2% | +29.5% | +3.5% |
| 3M | -3.1% | -31.3% | +28.1% | +0.9% |
| 6M | -16.3% | -52.1% | +35.8% | -8.7% |
| YTD | +34.1% | -25.9% | +60.0% | +32.3% |
| 1Y | +38.2% | -8.5% | +46.6% | +29.5% |
| 3Y | -15.3% | +165.5% | -180.8% | -39.5% |
| All | +55.6% | +210.8% | -155.2% | +21.1% |
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