+309.3%
RL vs GGLL
+328.7%
-19.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.4% | +2.5% |
| 7D | -0.8% | -4.8% | +4.0% | +0.1% |
| 30D | -7.8% | -13.7% | +5.9% | -5.3% |
| 3M | -4.0% | -21.9% | +17.9% | -0.7% |
| 6M | -1.9% | +11.7% | -13.5% | -6.6% |
| YTD | -0.2% | +2.3% | -2.4% | -3.7% |
| 1Y | +10.7% | +76.2% | -65.5% | -5.5% |
| 3Y | +210.8% | +245.0% | -34.2% | +114.1% |
| All | +309.3% | +328.7% | -19.4% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling