-26.6%
RKT vs GGLL
+80.0%
-106.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.5% |
| 7D | +2.1% | -4.8% | +6.9% | +3.5% |
| 30D | +1.4% | -13.7% | +15.1% | +5.4% |
| 3M | +6.3% | -21.9% | +28.1% | +12.5% |
| 6M | -15.5% | +11.7% | -27.1% | -19.6% |
| YTD | -27.4% | +2.3% | -29.7% | -29.7% |
| 1Y | -26.6% | +76.2% | -102.8% | -32.0% |
| All | -26.6% | +80.0% | -106.5% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling