+360.5%
RL vs GGLL
+206.6%
+153.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -2.1% |
| 7D | -4.4% | +2.9% | -7.3% | -4.8% |
| 30D | +5.6% | -33.1% | +38.7% | +12.2% |
| 3M | -0.6% | -31.2% | +30.5% | +4.8% |
| 6M | +15.5% | -49.4% | +64.8% | +27.4% |
| YTD | +12.3% | -26.8% | +39.2% | +13.6% |
| 1Y | +19.3% | -17.7% | +37.0% | +17.3% |
| 3Y | +255.5% | +160.4% | +95.1% | +154.8% |
| All | +360.5% | +206.6% | +153.9% | +216.9% |
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