+64.3%
RIG vs GGLL
+328.7%
-264.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.5% |
| 7D | +0.9% | -4.8% | +5.6% | +1.6% |
| 30D | +13.8% | -13.7% | +27.5% | +16.2% |
| 3M | -6.4% | -21.9% | +15.5% | -4.0% |
| 6M | -8.2% | +11.7% | -19.8% | -13.4% |
| YTD | +41.6% | +2.3% | +39.4% | +35.1% |
| 1Y | +88.7% | +76.2% | +12.5% | +58.4% |
| 3Y | -30.9% | +245.0% | -275.8% | -52.0% |
| All | +64.3% | +328.7% | -264.3% | +23.6% |
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