+97.5%
RIO vs GGLL
+194.0%
-96.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | +3.6% | +5.1% | -1.5% | +3.0% |
| 30D | -10.8% | -35.5% | +24.7% | -6.4% |
| 3M | -15.2% | -39.2% | +23.9% | -10.6% |
| 6M | -18.0% | -54.4% | +36.4% | -11.1% |
| YTD | +11.0% | -29.8% | +40.8% | +13.3% |
| 1Y | +26.4% | -20.4% | +46.8% | +26.7% |
| 3Y | +54.4% | +149.7% | -95.4% | +30.2% |
| All | +97.5% | +194.0% | -96.5% | +66.9% |
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