+1,120.0%
RKLB vs GGLL
+154.9%
+965.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +1.4% | +14.0% | +15.0% |
| 7D | -3.0% | +3.1% | -6.1% | -3.9% |
| 30D | -26.2% | -36.3% | +10.1% | -16.3% |
| 3M | -29.9% | -40.4% | +10.5% | -19.3% |
| 6M | -37.3% | -54.6% | +17.3% | -22.4% |
| YTD | -23.9% | -31.1% | +7.2% | -18.8% |
| 1Y | +7.0% | -19.2% | +26.2% | +8.4% |
| 3Y | +1,120.0% | +151.5% | +968.5% | +770.2% |
| All | +1,120.0% | +154.9% | +965.1% | +770.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling