+95.3%
RKT vs GGLL
+154.9%
-59.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.4% |
| 7D | +17.7% | +3.1% | +14.6% | +17.2% |
| 30D | +31.6% | -36.3% | +68.0% | +39.8% |
| 3M | +13.9% | -40.4% | +54.3% | +22.0% |
| 6M | +2.8% | -54.6% | +57.4% | +14.0% |
| YTD | -22.2% | -31.1% | +8.9% | -19.2% |
| 1Y | -3.5% | -19.2% | +15.7% | -1.5% |
| 3Y | +95.3% | +151.5% | -56.3% | +65.3% |
| All | +95.3% | +154.9% | -59.7% | +65.3% |
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