+346.2%
RL vs GGLL
+184.7%
+161.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.5% | -2.9% | -6.6% |
| 7D | -4.7% | -1.3% | -3.4% | -4.4% |
| 30D | +3.6% | -36.3% | +39.8% | +10.9% |
| 3M | +0.5% | -42.7% | +43.2% | +9.6% |
| 6M | +6.6% | -53.1% | +59.7% | +19.2% |
| YTD | +8.8% | -32.1% | +40.9% | +11.5% |
| 1Y | +21.8% | -20.1% | +41.8% | +20.0% |
| 3Y | +245.8% | +151.7% | +94.1% | +148.7% |
| All | +346.2% | +184.7% | +161.5% | +211.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling