-61.5%
RIVN vs GGLL
+217.5%
-279.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.5% | -9.0% | -6.5% |
| 7D | -3.7% | +11.5% | -15.2% | -6.8% |
| 30D | -4.3% | -31.2% | +27.0% | +5.5% |
| 3M | -19.6% | -28.7% | +9.0% | -12.8% |
| 6M | -8.2% | -47.2% | +38.9% | +7.0% |
| YTD | -35.1% | -24.3% | -10.8% | -34.5% |
| 1Y | -26.9% | -12.0% | -14.9% | -30.7% |
| 3Y | -16.9% | +169.6% | -186.5% | -54.5% |
| All | -61.5% | +217.5% | -279.0% | -82.5% |
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