-15.7%
RMD vs GGLL
+80.0%
-95.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | -0.1% |
| 7D | -5.0% | -4.8% | -0.2% | -4.5% |
| 30D | +2.2% | -13.7% | +15.9% | +3.9% |
| 3M | +17.8% | -21.9% | +39.7% | +20.4% |
| 6M | -11.3% | +11.7% | -23.0% | -12.8% |
| YTD | -4.4% | +2.3% | -6.7% | -5.7% |
| 1Y | -15.7% | +76.2% | -91.9% | -20.1% |
| All | -15.7% | +80.0% | -95.7% | -20.1% |
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 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