+45.5%
RIG vs GGLL
+194.0%
-148.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -12.2% | +5.1% | -17.3% | -12.8% |
| 30D | -6.0% | -35.5% | +29.5% | -0.9% |
| 3M | -9.4% | -39.2% | +29.7% | -4.1% |
| 6M | -19.1% | -54.4% | +35.3% | -11.2% |
| YTD | +25.4% | -29.8% | +55.3% | +24.7% |
| 1Y | +23.3% | -20.4% | +43.7% | +18.7% |
| 3Y | -22.1% | +149.7% | -171.8% | -43.9% |
| All | +45.5% | +194.0% | -148.5% | +14.1% |
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 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