+1,078.4%
RKLB vs GGLL
+328.4%
+750.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +5.3% | +1.9% | +3.5% | +4.6% |
| 30D | -20.5% | -9.7% | -10.7% | -18.0% |
| 3M | -42.0% | -18.0% | -24.0% | -39.1% |
| 6M | -6.0% | +15.3% | -21.3% | -12.5% |
| YTD | -5.6% | +2.2% | -7.8% | -9.7% |
| 1Y | +38.0% | +73.1% | -35.1% | +9.6% |
| 3Y | +962.4% | +242.7% | +719.7% | +502.2% |
| All | +1,078.4% | +328.4% | +750.0% | +485.2% |
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