+93.8%
RIO vs GGLL
+210.8%
-117.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -0.9% | +7.7% | -8.6% | -1.9% |
| 30D | -9.1% | -30.2% | +21.1% | -5.6% |
| 3M | -13.7% | -31.3% | +17.6% | -10.3% |
| 6M | -24.3% | -52.1% | +27.8% | -18.4% |
| YTD | +8.9% | -25.9% | +34.7% | +10.4% |
| 1Y | +22.7% | -8.5% | +31.1% | +21.0% |
| 3Y | +51.2% | +165.5% | -114.4% | +26.5% |
| All | +93.8% | +210.8% | -117.0% | +62.6% |
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 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