+19.3%
RL vs GGLL
-15.6%
+34.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -1.8% |
| 7D | -4.4% | +2.9% | -7.3% | -4.7% |
| 30D | +5.6% | -33.1% | +38.7% | +9.6% |
| 3M | -0.6% | -31.2% | +30.5% | +2.6% |
| 6M | +15.5% | -49.4% | +64.8% | +24.0% |
| YTD | +12.3% | -26.8% | +39.2% | +9.1% |
| 1Y | +19.3% | -17.7% | +37.0% | +11.9% |
| All | +19.3% | -15.6% | +34.9% | +11.9% |
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 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