+142.6%
RIO vs GGLL
+328.4%
-185.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.9% | +1.9% | +0.1% | +1.7% |
| 30D | +5.0% | -9.7% | +14.7% | +6.2% |
| 3M | +5.1% | -18.0% | +23.2% | +6.9% |
| 6M | +17.6% | +15.3% | +2.4% | +14.1% |
| YTD | +36.3% | +2.2% | +34.1% | +33.8% |
| 1Y | +71.2% | +73.1% | -1.9% | +57.0% |
| 3Y | +102.7% | +242.7% | -140.0% | +65.0% |
| All | +142.6% | +328.4% | -185.8% | +97.1% |
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 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